+165.9%
NTAP vs DUOL
+9.2%
+156.7%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DUOL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -2.7% | +2.9% | +0.5% |
| 7D | -0.8% | +5.1% | -5.9% | -1.5% |
| 30D | -0.5% | +14.1% | -14.7% | -2.7% |
| 3M | +4.1% | +41.5% | -37.4% | -1.6% |
| 6M | +88.0% | +60.6% | +27.3% | +74.1% |
| YTD | +75.6% | -12.0% | +87.6% | +75.6% |
| 1Y | +58.9% | -43.4% | +102.3% | +67.4% |
| 3Y | +153.6% | +3.7% | +149.9% | +145.0% |
| 5Y | +127.6% | -5.3% | +132.9% | +104.7% |
| All | +165.9% | +9.2% | +156.7% | +141.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling