+207.7%
NRG vs DUOL
+2.7%
+205.0%
-40.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DUOL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +4.3% | -7.5% | -3.5% |
| 7D | -0.2% | -8.6% | +8.4% | +0.5% |
| 30D | -6.8% | +7.2% | -14.0% | -7.5% |
| 3M | -7.1% | +19.1% | -26.2% | -9.1% |
| 6M | -27.6% | +52.5% | -80.1% | -31.3% |
| YTD | -29.2% | -17.3% | -11.9% | -28.6% |
| 1Y | -29.9% | -49.2% | +19.3% | -25.9% |
| 3Y | +198.7% | -7.3% | +205.9% | +200.2% |
| 5Y | +192.9% | -16.3% | +209.2% | +186.3% |
| All | +207.7% | +2.7% | +205.0% | +208.8% |
Cumulative growth
Daily Returns
Daily percentage return beside DUOL.
Daily Out/Under-Performance
Portfolio return minus DUOL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DUOL return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded DUOL wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling