-20.0%
DUOL vs FIVE
+63.1%
-83.1%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | +5.6% | -9.4% | -4.6% |
| 7D | +14.0% | +6.2% | +7.8% | +13.1% |
| 30D | +2.9% | +18.2% | -15.3% | +1.9% |
| 3M | +17.8% | +3.8% | +14.0% | +17.2% |
| 6M | +42.8% | +13.7% | +29.1% | +41.3% |
| YTD | -12.1% | +34.7% | -46.8% | -18.1% |
| All | -20.0% | +63.1% | -83.1% | -34.6% |
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