+92.7%
FROG vs DUOL
+9.2%
+83.5%
-63.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DUOL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -2.7% | -0.6% | -2.7% |
| 7D | -11.3% | +5.1% | -16.4% | -12.5% |
| 30D | +3.6% | +14.1% | -10.5% | -0.2% |
| 3M | +1.7% | +41.5% | -39.8% | -7.8% |
| 6M | +123.5% | +60.6% | +62.9% | +95.5% |
| YTD | +40.2% | -12.0% | +52.2% | +41.0% |
| 1Y | +81.0% | -43.4% | +124.4% | +97.8% |
| 3Y | +194.8% | +3.7% | +191.0% | +151.4% |
| 5Y | +131.8% | -5.3% | +137.1% | +65.9% |
| All | +92.7% | +9.2% | +83.5% | +33.4% |
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