+19.8%
NSC vs DUOL
-43.9%
+63.7%
-12.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DUOL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -2.7% | +3.2% | +0.4% |
| 7D | -5.5% | +5.1% | -10.6% | -5.4% |
| 30D | -3.2% | +14.1% | -17.4% | -2.9% |
| 3M | +7.7% | +41.5% | -33.8% | +8.4% |
| 6M | +4.5% | +60.6% | -56.1% | +5.4% |
| YTD | +15.6% | -12.0% | +27.6% | +17.0% |
| 1Y | +19.8% | -43.4% | +63.2% | +22.5% |
| All | +19.8% | -43.9% | +63.7% | +22.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling