+133.0%
FROG vs DUOL
-11.2%
+144.1%
-56.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DUOL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -4.9% | +5.6% | +1.9% |
| 7D | -4.8% | -11.8% | +7.0% | -1.9% |
| 30D | -0.9% | +1.5% | -2.4% | -1.9% |
| 3M | +7.5% | +18.1% | -10.7% | +1.8% |
| 6M | +107.0% | +38.7% | +68.4% | +87.3% |
| YTD | +39.8% | -20.7% | +60.5% | +44.0% |
| 1Y | +74.8% | -49.1% | +123.9% | +96.0% |
| 3Y | +219.3% | -11.0% | +230.3% | +182.4% |
| 5Y | +133.0% | -18.0% | +151.0% | +68.2% |
| All | +133.0% | -11.2% | +144.1% | +68.2% |
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