-12.9%
NVTS vs DUOL
-12.4%
-0.5%
-92.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DUOL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | +4.3% | -8.1% | -5.3% |
| 7D | +0.5% | -8.6% | +9.1% | +3.3% |
| 30D | -18.0% | +7.2% | -25.2% | -21.3% |
| 3M | -45.6% | +19.1% | -64.7% | -51.0% |
| 6M | +28.5% | +52.5% | -24.1% | +2.1% |
| YTD | +56.2% | -17.3% | +73.5% | +55.8% |
| 1Y | +97.7% | -49.2% | +146.9% | +135.9% |
| 3Y | +35.0% | -7.3% | +42.2% | +10.6% |
| All | -12.9% | -12.4% | -0.5% | -50.7% |
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