+155.9%
NUE vs DUOL
-17.6%
+173.5%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DUOL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -1.0% | +2.6% | +1.6% |
| 7D | -0.6% | -7.0% | +6.4% | 0.0% |
| 30D | -4.6% | +6.7% | -11.3% | -5.3% |
| 3M | -0.3% | +16.0% | -16.3% | -2.1% |
| 6M | +51.9% | +45.4% | +6.5% | +45.3% |
| YTD | +60.0% | -18.1% | +78.1% | +61.5% |
| 1Y | +82.9% | -53.6% | +136.4% | +94.5% |
| 3Y | +66.0% | -11.0% | +76.9% | +59.9% |
| All | +155.9% | -17.6% | +173.5% | +133.8% |
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