-99.2%
NVD vs DUOL
+8.1%
-107.3%
-99.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DUOL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -4.9% | +6.8% | -0.1% |
| 7D | +0.5% | -11.8% | +12.3% | -4.3% |
| 30D | -9.3% | +1.5% | -10.8% | -8.4% |
| 3M | -22.1% | +18.1% | -40.2% | -16.2% |
| 6M | -45.8% | +38.7% | -84.5% | -35.6% |
| YTD | -46.7% | -20.7% | -26.1% | -51.4% |
| 1Y | -59.5% | -49.1% | -10.4% | -69.6% |
| 3Y | -99.2% | -11.0% | -88.1% | -98.8% |
| All | -99.2% | +8.1% | -107.3% | -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 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