+212.0%
NXT vs DUOL
+71.9%
+140.1%
-51.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DUOL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +5.0% | -3.5% | +1.0% |
| 7D | -9.4% | +3.0% | -12.5% | -9.7% |
| 30D | +15.1% | +18.3% | -3.2% | +13.0% |
| 3M | -9.1% | +14.7% | -23.8% | -10.7% |
| 6M | -30.3% | +57.5% | -87.8% | -34.0% |
| YTD | +9.1% | -5.8% | +14.9% | +9.4% |
| 1Y | +7.9% | -11.4% | +19.3% | +9.0% |
| 3Y | +176.5% | -22.5% | +199.0% | +175.5% |
| All | +212.0% | +71.9% | +140.1% | +177.1% |
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 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