+176.8%
NUE vs DUOL
+2.7%
+174.2%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DUOL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +4.3% | -5.2% | -1.3% |
| 7D | -2.7% | -8.6% | +5.9% | -2.0% |
| 30D | -6.1% | +7.2% | -13.2% | -6.8% |
| 3M | +2.2% | +19.1% | -16.8% | +0.2% |
| 6M | +50.8% | +52.5% | -1.7% | +43.8% |
| YTD | +57.5% | -17.3% | +74.8% | +58.8% |
| 1Y | +82.5% | -49.2% | +131.7% | +91.8% |
| 3Y | +61.7% | -7.3% | +68.9% | +55.5% |
| 5Y | +145.1% | -16.3% | +161.4% | +123.0% |
| All | +176.8% | +2.7% | +174.2% | +156.6% |
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 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