+163.0%
NTAP vs DUOL
+2.7%
+160.4%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DUOL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +4.3% | -4.9% | -1.2% |
| 7D | -1.0% | -8.6% | +7.6% | +0.2% |
| 30D | -7.5% | +7.2% | -14.7% | -8.6% |
| 3M | +14.6% | +19.1% | -4.4% | +11.0% |
| 6M | +91.0% | +52.5% | +38.5% | +78.1% |
| YTD | +73.7% | -17.3% | +91.0% | +75.1% |
| 1Y | +51.2% | -49.2% | +100.5% | +61.6% |
| 3Y | +146.1% | -7.3% | +153.4% | +140.9% |
| 5Y | +122.8% | -16.3% | +139.1% | +102.3% |
| All | +163.0% | +2.7% | +160.4% | +140.4% |
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