-75.0%
FRSH vs DUOL
-28.0%
-47.0%
-86.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DUOL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +4.3% | -4.8% | -1.9% |
| 7D | -11.2% | -8.6% | -2.6% | -8.5% |
| 30D | -0.8% | +7.2% | -8.0% | -3.4% |
| 3M | +26.4% | +19.1% | +7.3% | +18.2% |
| 6M | +48.4% | +52.5% | -4.1% | +27.2% |
| YTD | -3.1% | -17.3% | +14.2% | +0.8% |
| 1Y | -8.7% | -49.2% | +40.5% | +7.6% |
| 3Y | -45.8% | -7.3% | -38.5% | -55.2% |
| All | -75.0% | -28.0% | -47.0% | -82.3% |
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 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