+100.7%
ON vs DUOL
+9.2%
+91.5%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DUOL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -2.7% | +3.7% | +1.5% |
| 7D | +2.4% | +5.1% | -2.7% | +1.3% |
| 30D | -3.3% | +14.1% | -17.4% | -6.5% |
| 3M | -43.6% | +41.5% | -85.1% | -48.5% |
| 6M | +19.0% | +60.6% | -41.7% | +4.0% |
| YTD | +37.4% | -12.0% | +49.3% | +37.1% |
| 1Y | +54.8% | -43.4% | +98.1% | +68.8% |
| 3Y | -25.2% | +3.7% | -28.9% | -34.7% |
| 5Y | +62.7% | -5.3% | +68.0% | +22.5% |
| All | +100.7% | +9.2% | +91.5% | +50.6% |
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 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