+8.5%
NVO vs DUOL
+2.7%
+5.8%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DUOL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +4.3% | -5.5% | -1.6% |
| 7D | -7.4% | -8.6% | +1.2% | -6.6% |
| 30D | -5.5% | +7.2% | -12.7% | -6.2% |
| 3M | +4.1% | +19.1% | -14.9% | +2.1% |
| 6M | +19.3% | +52.5% | -33.2% | +14.0% |
| YTD | -9.2% | -17.3% | +8.1% | -8.8% |
| 1Y | -15.0% | -49.2% | +34.2% | -11.9% |
| 3Y | -50.9% | -7.3% | -43.6% | -52.0% |
| 5Y | -0.9% | -16.3% | +15.4% | -4.4% |
| All | +8.5% | +2.7% | +5.8% | +2.0% |
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