+59.2%
NYT vs DUOL
+1.6%
+57.6%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DUOL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.0% | +1.5% | +0.6% |
| 7D | -0.6% | -7.0% | +6.4% | 0.0% |
| 30D | +4.6% | +6.7% | -2.1% | +3.8% |
| 3M | -9.6% | +16.0% | -25.6% | -11.1% |
| 6M | -14.0% | +45.4% | -59.4% | -17.5% |
| YTD | -2.8% | -18.1% | +15.3% | -2.0% |
| 1Y | +15.6% | -53.6% | +69.1% | +22.2% |
| 3Y | +56.3% | -11.0% | +67.3% | +46.3% |
| 5Y | +39.5% | -17.1% | +56.6% | +18.1% |
| All | +59.2% | +1.6% | +57.6% | +35.0% |
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