-99.9%
DFNS vs DUOL
+9.2%
-109.1%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DUOL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -2.7% | +3.3% | +0.8% |
| 7D | -16.0% | +5.1% | -21.1% | -16.4% |
| 30D | -77.7% | +14.1% | -91.8% | -78.0% |
| 3M | -77.2% | +41.5% | -118.7% | -77.8% |
| 6M | -95.2% | +60.6% | -155.8% | -95.3% |
| YTD | -98.0% | -12.0% | -86.0% | -98.0% |
| 1Y | -98.3% | -43.4% | -54.9% | -98.3% |
| 3Y | -99.9% | +3.7% | -103.6% | -99.9% |
| 5Y | -99.9% | -5.3% | -94.6% | -99.9% |
| All | -99.9% | +9.2% | -109.1% | -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 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