+297.5%
FN vs DUOL
+9.1%
+288.4%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DUOL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.9% | -3.8% | +15.7% | +12.3% |
| 7D | +16.3% | +14.0% | +2.3% | +13.8% |
| 30D | -24.7% | +2.9% | -27.6% | -25.4% |
| 3M | -34.9% | +17.8% | -52.8% | -37.3% |
| 6M | -41.1% | +42.8% | -83.9% | -45.7% |
| YTD | -19.6% | -12.1% | -7.5% | -20.3% |
| 1Y | -18.5% | -23.3% | +4.8% | -17.3% |
| 3Y | +119.1% | -24.0% | +143.1% | +114.8% |
| 5Y | +206.9% | +5.1% | +201.8% | +159.0% |
| All | +297.5% | +9.1% | +288.4% | +228.6% |
Cumulative growth
Daily Returns
Daily percentage return beside DUOL.
Daily Out/Under-Performance
Portfolio return minus DUOL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DUOL 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 DUOL 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