-63.3%
FND vs DUOL
-15.6%
-47.7%
-69.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DUOL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +4.3% | -5.7% | -2.3% |
| 7D | -5.1% | -8.6% | +3.5% | -3.6% |
| 30D | -22.5% | +7.2% | -29.7% | -23.8% |
| 3M | -5.0% | +19.1% | -24.1% | -8.9% |
| 6M | -21.5% | +52.5% | -74.0% | -28.8% |
| YTD | -23.0% | -17.3% | -5.7% | -22.0% |
| 1Y | -44.9% | -49.2% | +4.3% | -39.4% |
| 3Y | -50.0% | -7.3% | -42.7% | -56.2% |
| 5Y | -63.3% | -16.3% | -47.1% | -71.9% |
| All | -63.3% | -15.6% | -47.7% | -71.9% |
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