-99.1%
NVD vs DUOL
+11.6%
-110.7%
-99.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DUOL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.0% | +1.3% | -0.2% |
| 7D | +10.8% | -7.0% | +17.8% | +7.7% |
| 30D | +0.8% | +6.7% | -6.0% | +3.8% |
| 3M | -20.8% | +16.0% | -36.8% | -15.7% |
| 6M | -41.2% | +45.4% | -86.6% | -28.7% |
| YTD | -44.2% | -18.1% | -26.1% | -48.5% |
| 1Y | -54.2% | -53.6% | -0.6% | -67.7% |
| 3Y | -99.1% | -11.0% | -88.2% | -98.8% |
| All | -99.1% | +11.6% | -110.7% | -98.7% |
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