-6.5%
DUOL vs FDS
-30.4%
+24.0%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | -4.3% | -0.9% | -2.9% |
| 7D | -7.8% | -5.4% | -2.4% | -5.0% |
| 30D | +11.8% | +1.6% | +10.3% | +10.9% |
| 3M | +24.1% | +17.7% | +6.4% | +14.0% |
| 6M | +43.6% | +29.1% | +14.6% | +25.2% |
| YTD | -16.6% | +1.0% | -17.6% | -18.2% |
| 1Y | -46.0% | -21.6% | -24.4% | -40.3% |
| 3Y | -6.5% | -30.1% | +23.6% | +5.5% |
| All | -6.5% | -30.4% | +24.0% | +5.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling