+224.6%
FROG vs DUOL
-12.4%
+237.0%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DUOL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -4.9% | +5.6% | +1.6% |
| 7D | -4.8% | -11.8% | +7.0% | -2.6% |
| 30D | -0.9% | +1.5% | -2.4% | -1.7% |
| 3M | +7.5% | +18.1% | -10.7% | +2.9% |
| 6M | +107.0% | +38.7% | +68.4% | +91.0% |
| YTD | +39.8% | -20.7% | +60.5% | +41.6% |
| 1Y | +74.8% | -49.1% | +123.9% | +87.5% |
| All | +224.6% | -12.4% | +237.0% | +225.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling