+47.6%
ON vs DUOL
-38.2%
+85.8%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DUOL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +26.0% | -27.9% | -0.7% |
| 7D | -5.8% | +19.3% | -25.1% | -4.9% |
| 30D | -17.1% | +9.6% | -26.7% | -16.5% |
| 3M | -11.8% | +17.1% | -28.9% | -10.8% |
| 6M | -30.2% | +46.3% | -76.5% | -30.2% |
| YTD | +31.6% | -8.1% | +39.7% | +41.2% |
| 1Y | +47.6% | -38.5% | +86.0% | +68.4% |
| All | +47.6% | -38.2% | +85.8% | +68.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling