+91.7%
ON vs DUOL
+16.9%
+74.8%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DUOL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +5.0% | -8.6% | -4.6% |
| 7D | +12.2% | +3.0% | +9.2% | +11.5% |
| 30D | -3.1% | +18.3% | -21.4% | -7.0% |
| 3M | -12.9% | +14.7% | -27.6% | -16.5% |
| 6M | -38.6% | +57.5% | -96.1% | -46.1% |
| YTD | +31.2% | -5.8% | +37.0% | +27.9% |
| 1Y | +47.6% | -11.4% | +59.0% | +45.7% |
| 3Y | +6.6% | -22.5% | +29.1% | +0.3% |
| 5Y | +21.3% | +6.6% | +14.6% | -11.2% |
| All | +91.7% | +16.9% | +74.8% | +40.4% |
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 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