+149.9%
FROG vs DUOL
+16.9%
+133.0%
-63.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DUOL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +5.0% | -2.3% | +1.5% |
| 7D | +12.5% | +3.0% | +9.4% | +11.6% |
| 30D | +23.5% | +18.3% | +5.2% | +17.7% |
| 3M | +19.4% | +14.7% | +4.7% | +13.7% |
| 6M | +77.0% | +57.5% | +19.5% | +54.8% |
| YTD | +81.9% | -5.8% | +87.7% | +78.0% |
| 1Y | +90.7% | -11.4% | +102.0% | +88.9% |
| 3Y | +328.5% | -22.5% | +351.0% | +299.5% |
| 5Y | +207.0% | +6.6% | +200.4% | +114.4% |
| All | +149.9% | +16.9% | +133.0% | +68.4% |
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