+502.5%
NTRA vs DUOL
-9.6%
+512.2%
-32.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DUOL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.0% | +1.9% | +1.1% |
| 7D | +0.2% | -7.0% | +7.2% | +1.7% |
| 30D | +4.1% | +6.7% | -2.6% | +2.2% |
| 3M | +50.0% | +16.0% | +34.0% | +43.7% |
| 6M | +67.3% | +45.4% | +21.9% | +51.6% |
| YTD | +43.6% | -18.1% | +61.7% | +46.4% |
| 1Y | +89.2% | -53.6% | +142.8% | +116.0% |
| 3Y | +502.5% | -11.0% | +513.5% | +404.2% |
| All | +502.5% | -9.6% | +512.2% | +404.2% |
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