+40.4%
NSC vs DUOL
-1.5%
+41.9%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DUOL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -4.9% | +3.5% | -1.2% |
| 7D | -2.0% | -11.8% | +9.7% | -1.5% |
| 30D | -3.2% | +1.5% | -4.7% | -3.3% |
| 3M | +3.9% | +18.1% | -14.2% | +2.7% |
| 6M | +7.8% | +38.7% | -30.9% | +5.4% |
| YTD | +13.4% | -20.7% | +34.1% | +14.3% |
| 1Y | +20.3% | -49.1% | +69.4% | +24.0% |
| 3Y | +76.1% | -11.0% | +87.1% | +72.9% |
| 5Y | +45.0% | -18.0% | +63.0% | +33.4% |
| All | +40.4% | -1.5% | +41.9% | +31.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling