+22.2%
DUOL vs FIVE
+31.5%
-9.3%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | -1.1% | +5.8% | +5.1% |
| 7D | +1.8% | -0.5% | +2.3% | +1.8% |
| 30D | +11.1% | +17.4% | -6.3% | +5.6% |
| 3M | +21.2% | +7.0% | +14.1% | +17.8% |
| 6M | +56.1% | +20.5% | +35.6% | +44.0% |
| YTD | -6.5% | +33.1% | -39.6% | -17.7% |
| 1Y | -15.8% | +67.1% | -82.9% | -31.9% |
| 3Y | -22.4% | +41.9% | -64.3% | -37.8% |
| 5Y | +8.3% | +21.1% | -12.7% | -17.1% |
| All | +22.2% | +31.5% | -9.3% | -16.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling