+255.3%
FN vs DUOL
+13.5%
+241.9%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DUOL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.7% | +2.2% | +9.5% | +11.4% |
| 7D | 0.0% | +21.9% | -22.0% | -3.0% |
| 30D | -34.3% | +5.7% | -40.0% | -35.1% |
| 3M | -39.9% | +30.9% | -70.7% | -42.9% |
| 6M | -51.8% | +52.8% | -104.6% | -56.1% |
| YTD | -28.1% | -8.6% | -19.6% | -29.0% |
| 1Y | -29.1% | -17.2% | -11.9% | -28.8% |
| 3Y | +102.4% | +2.0% | +100.5% | +89.9% |
| 5Y | +171.7% | +4.4% | +167.3% | +128.1% |
| All | +255.3% | +13.5% | +241.9% | +192.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling