+352.2%
FN vs DUOL
+3.5%
+348.7%
-47.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DUOL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -5.2% | +7.4% | +2.9% |
| 7D | +3.5% | -7.8% | +11.3% | +4.6% |
| 30D | -26.0% | +11.8% | -37.8% | -27.7% |
| 3M | -33.3% | +24.1% | -57.4% | -36.4% |
| 6M | -14.9% | +43.6% | -58.6% | -21.7% |
| YTD | -8.6% | -16.6% | +8.0% | -8.0% |
| 1Y | +12.3% | -46.0% | +58.4% | +20.7% |
| 3Y | +174.4% | -6.5% | +180.9% | +161.7% |
| 5Y | +296.4% | -7.4% | +303.8% | +237.5% |
| All | +352.2% | +3.5% | +348.7% | +279.3% |
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