-60.5%
FND vs DUOL
-1.5%
-59.0%
-69.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DUOL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -4.9% | +4.2% | +0.2% |
| 7D | -0.8% | -11.8% | +11.0% | +1.5% |
| 30D | -19.6% | +1.5% | -21.1% | -20.1% |
| 3M | -4.3% | +18.1% | -22.5% | -8.2% |
| 6M | -20.4% | +38.7% | -59.1% | -26.6% |
| YTD | -21.9% | -20.7% | -1.2% | -20.2% |
| 1Y | -45.2% | -49.1% | +3.9% | -39.8% |
| 3Y | -49.2% | -11.0% | -38.2% | -55.2% |
| 5Y | -61.8% | -18.0% | -43.8% | -70.0% |
| All | -60.5% | -1.5% | -59.0% | -71.0% |
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