-27.5%
ON vs DUOL
-12.4%
-15.0%
-67.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DUOL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -4.9% | +4.7% | +0.6% |
| 7D | -1.9% | -11.8% | +9.9% | -0.1% |
| 30D | -11.0% | +1.5% | -12.5% | -11.6% |
| 3M | -39.3% | +18.1% | -57.5% | -41.9% |
| 6M | +19.8% | +38.7% | -18.8% | +10.0% |
| YTD | +31.1% | -20.7% | +51.7% | +34.6% |
| 1Y | +46.0% | -49.1% | +95.1% | +63.1% |
| All | -27.5% | -12.4% | -15.0% | -32.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling