+80.4%
NVS vs DUOL
+2.7%
+77.8%
-20.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DUOL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +4.3% | -4.3% | -0.1% |
| 7D | -15.7% | -8.6% | -7.1% | -15.6% |
| 30D | -11.1% | +7.2% | -18.3% | -11.1% |
| 3M | -7.2% | +19.1% | -26.2% | -7.4% |
| 6M | -12.3% | +52.5% | -64.8% | -12.8% |
| YTD | +2.8% | -17.3% | +20.0% | +3.1% |
| 1Y | +11.9% | -49.2% | +61.2% | +13.1% |
| 3Y | +55.1% | -7.3% | +62.3% | +53.6% |
| 5Y | +94.1% | -16.3% | +110.3% | +88.8% |
| All | +80.4% | +2.7% | +77.8% | +75.6% |
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