+109.1%
FN vs DUOL
-24.0%
+133.1%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DUOL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -4.1% | 0.0% | -3.7% |
| 7D | +20.8% | +0.3% | +20.5% | +20.7% |
| 30D | -17.3% | +12.4% | -29.7% | -18.6% |
| 3M | -38.1% | +16.9% | -55.1% | -40.0% |
| 6M | -44.2% | +48.5% | -92.7% | -49.2% |
| YTD | -22.3% | -10.3% | -12.0% | -21.5% |
| 1Y | -20.9% | -15.6% | -5.3% | -18.9% |
| All | +109.1% | -24.0% | +133.1% | +98.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling