+9.0%
DUOL vs FIVN
-84.0%
+93.0%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIVN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | -6.1% | +0.9% | -2.8% |
| 7D | -7.8% | -8.2% | +0.4% | -4.6% |
| 30D | +11.8% | -8.1% | +20.0% | +15.5% |
| 3M | +24.1% | +34.9% | -10.8% | +9.2% |
| 6M | +43.6% | +72.6% | -29.0% | +11.5% |
| YTD | -16.6% | +55.8% | -72.3% | -32.9% |
| 1Y | -46.0% | +17.1% | -63.2% | -51.5% |
| 3Y | -6.5% | -54.3% | +47.8% | +14.8% |
| 5Y | -7.4% | -81.6% | +74.1% | +62.8% |
| All | +9.0% | -84.0% | +93.0% | +94.6% |
Cumulative growth
Daily Returns
Daily percentage return beside FIVN.
Daily Out/Under-Performance
Portfolio return minus FIVN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIVN 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 FIVN 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