-6.3%
NVTS vs DUOL
-11.7%
+5.4%
-92.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DUOL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -5.2% | +6.9% | +3.5% |
| 7D | +9.7% | -7.8% | +17.5% | +12.5% |
| 30D | -13.6% | +11.8% | -25.4% | -18.3% |
| 3M | -51.0% | +24.1% | -75.1% | -56.5% |
| 6M | +46.3% | +43.6% | +2.7% | +19.1% |
| YTD | +68.1% | -16.6% | +84.7% | +67.4% |
| 1Y | +113.9% | -46.0% | +159.9% | +149.0% |
| 3Y | +45.3% | -6.5% | +51.7% | +18.8% |
| All | -6.3% | -11.7% | +5.4% | -47.1% |
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