-38.5%
DUOL vs FIVE
+63.3%
-101.7%
-65.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +26.0% | +6.7% | +19.3% | +24.6% |
| 7D | +19.3% | +7.5% | +11.8% | +17.9% |
| 30D | +9.6% | +16.7% | -7.1% | +7.5% |
| 3M | +17.1% | +13.4% | +3.7% | +14.3% |
| 6M | +46.3% | +9.0% | +37.3% | +44.2% |
| YTD | -8.1% | +33.8% | -41.9% | -23.5% |
| 1Y | -38.5% | +61.2% | -99.6% | -61.5% |
| All | -38.5% | +63.3% | -101.7% | -61.5% |
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