-99.9%
DFNS vs DUOL
-5.7%
-94.2%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DUOL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -5.2% | +4.4% | 0.0% |
| 7D | +0.8% | -7.8% | +8.6% | +2.0% |
| 30D | -73.2% | +11.8% | -85.1% | -73.9% |
| 3M | -72.4% | +24.1% | -96.5% | -73.6% |
| 6M | -95.2% | +43.6% | -138.9% | -95.5% |
| YTD | -98.0% | -16.6% | -81.4% | -98.1% |
| 1Y | -98.3% | -46.0% | -52.2% | -98.4% |
| 3Y | -99.9% | -6.5% | -93.4% | -99.9% |
| All | -99.9% | -5.7% | -94.2% | -99.9% |
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 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