+9.0%
DUOL vs FIVE
+33.3%
-24.3%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | +0.7% | -6.0% | -5.5% |
| 7D | -7.8% | +3.7% | -11.5% | -9.0% |
| 30D | +11.8% | +4.0% | +7.9% | +9.9% |
| 3M | +24.1% | +36.2% | -12.1% | +10.9% |
| 6M | +43.6% | +18.0% | +25.6% | +32.8% |
| YTD | -16.6% | +34.9% | -51.5% | -26.8% |
| 1Y | -46.0% | +67.9% | -114.0% | -56.3% |
| 3Y | -6.5% | +57.3% | -63.8% | -28.7% |
| 5Y | -7.4% | +39.5% | -47.0% | -30.6% |
| All | +9.0% | +33.3% | -24.3% | -25.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling