+149.4%
NTAP vs DUOL
-12.4%
+161.8%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DUOL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -4.9% | +2.6% | -1.5% |
| 7D | +2.2% | -11.8% | +14.0% | +4.2% |
| 30D | -7.0% | +1.5% | -8.5% | -7.6% |
| 3M | +12.3% | +18.1% | -5.8% | +7.9% |
| 6M | +85.1% | +38.7% | +46.5% | +72.1% |
| YTD | +74.8% | -20.7% | +95.4% | +78.1% |
| 1Y | +52.7% | -49.1% | +101.8% | +66.8% |
| All | +149.4% | -12.4% | +161.8% | +151.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling