+45.9%
NSC vs DUOL
-10.4%
+56.3%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DUOL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -5.2% | +4.8% | -0.2% |
| 7D | -1.5% | -7.8% | +6.3% | -1.1% |
| 30D | -1.9% | +11.8% | -13.8% | -2.6% |
| 3M | +6.2% | +24.1% | -17.9% | +4.7% |
| 6M | +9.2% | +43.6% | -34.5% | +6.4% |
| YTD | +15.0% | -16.6% | +31.6% | +15.7% |
| 1Y | +21.1% | -46.0% | +67.1% | +24.6% |
| 3Y | +78.6% | -6.5% | +85.1% | +74.5% |
| 5Y | +45.9% | -7.4% | +53.3% | +33.8% |
| All | +45.9% | -10.4% | +56.3% | +33.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling