+45.8%
ON vs DUOL
-47.0%
+92.8%
-47.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DUOL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +4.3% | -5.4% | -1.2% |
| 7D | -4.7% | -8.6% | +3.9% | -4.7% |
| 30D | -13.5% | +7.2% | -20.7% | -13.5% |
| 3M | -36.3% | +19.1% | -55.4% | -37.0% |
| 6M | +17.8% | +52.5% | -34.8% | +11.8% |
| YTD | +29.6% | -17.3% | +46.9% | +37.3% |
| 1Y | +45.8% | -49.2% | +95.0% | +68.9% |
| All | +45.8% | -47.0% | +92.8% | +68.9% |
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