+191.8%
FN vs DUOL
+3.2%
+188.6%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DUOL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -4.1% | 0.0% | -3.6% |
| 7D | +20.8% | +0.3% | +20.5% | +20.7% |
| 30D | -17.3% | +12.4% | -29.7% | -19.2% |
| 3M | -38.1% | +16.9% | -55.1% | -40.5% |
| 6M | -44.2% | +48.5% | -92.7% | -49.3% |
| YTD | -22.3% | -10.3% | -12.0% | -23.2% |
| 1Y | -20.9% | -15.6% | -5.3% | -20.9% |
| 3Y | +111.1% | -25.6% | +136.6% | +106.1% |
| 5Y | +191.8% | +1.5% | +190.3% | +144.7% |
| All | +191.8% | +3.2% | +188.6% | +144.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling