+7.0%
DUOL vs FDS
-20.3%
+27.3%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.2% | +0.2% | -0.3% |
| 7D | -7.0% | -14.0% | +7.0% | +1.8% |
| 30D | +6.7% | -6.2% | +12.9% | +10.7% |
| 3M | +16.0% | +10.2% | +5.9% | +9.0% |
| 6M | +45.4% | +27.4% | +18.0% | +23.3% |
| YTD | -18.1% | -9.3% | -8.9% | -14.6% |
| 1Y | -53.6% | -28.6% | -24.9% | -43.6% |
| 3Y | -11.0% | -36.8% | +25.8% | +14.0% |
| 5Y | -17.1% | -28.6% | +11.5% | +12.8% |
| All | +7.0% | -20.3% | +27.3% | +38.9% |
Cumulative growth
Daily Returns
Daily percentage return beside FDS.
Daily Out/Under-Performance
Portfolio return minus FDS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FDS 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 10y: compounded portfolio wealth divided by compounded FDS 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…
10y analysis · Full analysis span regression · 6 months rolling