+160.4%
NTAP vs DUOL
+16.9%
+143.5%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DUOL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +5.0% | -7.5% | -3.1% |
| 7D | +7.2% | +3.0% | +4.2% | +6.7% |
| 30D | -18.4% | +18.3% | -36.7% | -20.5% |
| 3M | -11.3% | +14.7% | -26.0% | -13.7% |
| 6M | +53.8% | +57.5% | -3.7% | +42.4% |
| YTD | +72.0% | -5.8% | +77.8% | +69.3% |
| 1Y | +68.0% | -11.4% | +79.4% | +66.6% |
| 3Y | +149.5% | -22.5% | +172.0% | +147.3% |
| 5Y | +125.6% | +6.6% | +119.0% | +99.3% |
| All | +160.4% | +16.9% | +143.5% | +132.5% |
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 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