+91.8%
FROG vs DUOL
+1.6%
+90.2%
-63.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DUOL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.0% | -0.6% | -1.4% |
| 7D | -0.5% | -7.0% | +6.5% | +1.2% |
| 30D | +1.3% | +6.7% | -5.4% | -0.8% |
| 3M | +11.1% | +16.0% | -4.9% | +5.8% |
| 6M | +108.3% | +45.4% | +62.9% | +86.4% |
| YTD | +39.6% | -18.1% | +57.7% | +42.6% |
| 1Y | +74.7% | -53.6% | +128.3% | +100.4% |
| 3Y | +224.1% | -11.0% | +235.1% | +187.9% |
| 5Y | +138.4% | -17.1% | +155.5% | +75.7% |
| All | +91.8% | +1.6% | +90.2% | +35.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling