-75.0%
FRSH vs DUOL
-28.7%
-46.2%
-86.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DUOL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.0% | +1.2% | +0.5% |
| 7D | -6.6% | -7.0% | +0.4% | -4.4% |
| 30D | +2.1% | +6.7% | -4.6% | -0.4% |
| 3M | +29.0% | +16.0% | +12.9% | +21.6% |
| 6M | +48.6% | +45.4% | +3.2% | +29.5% |
| YTD | -2.9% | -18.1% | +15.2% | +1.3% |
| 1Y | -7.9% | -53.6% | +45.7% | +12.0% |
| 3Y | -46.5% | -11.0% | -35.5% | -55.0% |
| All | -75.0% | -28.7% | -46.2% | -82.2% |
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