-23.3%
ONON vs DUOL
-13.7%
-9.6%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DUOL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -4.9% | +3.3% | -0.3% |
| 7D | -3.5% | -11.8% | +8.3% | -0.2% |
| 30D | -30.8% | +1.5% | -32.3% | -31.4% |
| 3M | -29.8% | +18.1% | -48.0% | -33.8% |
| 6M | -34.8% | +38.7% | -73.5% | -41.9% |
| YTD | -42.3% | -20.7% | -21.6% | -40.4% |
| 1Y | -39.5% | -49.1% | +9.6% | -30.8% |
| 3Y | -9.3% | -11.0% | +1.7% | -23.2% |
| All | -23.3% | -13.7% | -9.6% | -42.9% |
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 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