+3.7%
DUOL vs FIVE
+29.6%
-25.9%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-09 to 2026-09-09.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -2.7% | -2.1% | -4.0% |
| 7D | -11.8% | +1.7% | -13.5% | -12.3% |
| 30D | +1.5% | +5.0% | -3.5% | -0.5% |
| 3M | +18.1% | +29.5% | -11.4% | +7.4% |
| 6M | +38.7% | +12.4% | +26.2% | +30.4% |
| YTD | -20.7% | +31.2% | -51.9% | -29.7% |
| 1Y | -49.1% | +72.9% | -121.9% | -59.2% |
| 3Y | -11.0% | +53.0% | -64.0% | -31.5% |
| 5Y | -18.0% | +34.2% | -52.1% | -38.1% |
| All | +3.7% | +29.6% | -25.9% | -28.4% |
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 2016-09-09 to 2026-09-09: 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…
2016-09-09 to 2026-09-09 analysis · Full analysis span regression · 6 months rolling