+20.0%
ON vs DUOL
+11.7%
+8.3%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DUOL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +5.0% | -8.6% | -4.6% |
| 7D | +12.2% | +3.0% | +9.2% | +11.4% |
| 30D | -3.1% | +18.3% | -21.4% | -7.3% |
| 3M | -12.9% | +14.7% | -27.6% | -16.8% |
| 6M | -38.6% | +57.5% | -96.1% | -46.6% |
| YTD | +31.2% | -5.8% | +37.0% | +27.7% |
| 1Y | +47.6% | -11.4% | +59.0% | +45.6% |
| 3Y | +6.6% | -22.5% | +29.1% | -1.0% |
| All | +20.0% | +11.7% | +8.3% | -14.3% |
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