-43.4%
DUOL vs FIVE
+66.7%
-110.0%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +5.1% | -7.8% | -3.5% |
| 7D | +5.1% | +4.3% | +0.8% | +4.4% |
| 30D | +14.1% | +12.5% | +1.6% | +11.6% |
| 3M | +41.5% | +31.2% | +10.3% | +34.1% |
| 6M | +60.6% | +14.4% | +46.2% | +54.8% |
| YTD | -12.0% | +33.9% | -45.9% | -20.9% |
| 1Y | -43.4% | +65.1% | -108.4% | -53.7% |
| All | -43.4% | +66.7% | -110.0% | -53.7% |
Cumulative growth
Daily Returns
Daily percentage return beside FIVE.
Daily Out/Under-Performance
Portfolio return minus FIVE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIVE 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 1y: compounded portfolio wealth divided by compounded FIVE 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…
1y analysis · Full analysis span regression · 6 months rolling