+342.5%
FN vs DUOL
+9.2%
+333.3%
-47.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DUOL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -2.7% | +5.9% | +3.5% |
| 7D | -1.7% | +5.1% | -6.8% | -2.4% |
| 30D | -22.0% | +14.1% | -36.1% | -24.0% |
| 3M | -43.0% | +41.5% | -84.5% | -46.8% |
| 6M | -27.7% | +60.6% | -88.4% | -34.7% |
| YTD | -10.5% | -12.0% | +1.5% | -10.6% |
| 1Y | +12.5% | -43.4% | +55.9% | +20.2% |
| 3Y | +153.8% | +3.7% | +150.1% | +138.7% |
| 5Y | +288.0% | -5.3% | +293.3% | +228.4% |
| All | +342.5% | +9.2% | +333.3% | +268.6% |
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 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