-99.9%
DFNS vs DUOL
-11.2%
-88.7%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DUOL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -4.9% | +0.3% | -4.2% |
| 7D | +4.6% | -11.8% | +16.4% | +5.7% |
| 30D | -73.9% | +1.5% | -75.4% | -74.0% |
| 3M | -71.7% | +18.1% | -89.8% | -72.2% |
| 6M | -94.6% | +38.7% | -133.2% | -94.7% |
| YTD | -98.1% | -20.7% | -77.4% | -98.1% |
| 1Y | -98.3% | -49.1% | -49.2% | -98.4% |
| 3Y | -99.9% | -11.0% | -88.8% | -99.9% |
| 5Y | -99.9% | -18.0% | -81.9% | -99.9% |
| All | -99.9% | -11.2% | -88.7% | -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 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