+124.8%
NTAP vs DUOL
-11.2%
+135.9%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DUOL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -4.9% | +2.6% | -1.7% |
| 7D | +2.2% | -11.8% | +14.0% | +3.9% |
| 30D | -7.0% | +1.5% | -8.5% | -7.5% |
| 3M | +12.3% | +18.1% | -5.8% | +8.8% |
| 6M | +85.1% | +38.7% | +46.5% | +74.7% |
| YTD | +74.8% | -20.7% | +95.4% | +77.2% |
| 1Y | +52.7% | -49.1% | +101.8% | +63.2% |
| 3Y | +147.7% | -11.0% | +158.7% | +143.5% |
| 5Y | +124.8% | -18.0% | +142.8% | +102.7% |
| All | +124.8% | -11.2% | +135.9% | +102.7% |
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