+3.7%
DUOL vs FDS
-14.3%
+18.0%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -3.4% | -1.5% | -2.8% |
| 7D | -11.8% | -8.8% | -3.0% | -6.6% |
| 30D | +1.5% | -1.4% | +2.9% | +2.5% |
| 3M | +18.1% | +13.9% | +4.3% | +8.9% |
| 6M | +38.7% | +27.4% | +11.3% | +18.1% |
| YTD | -20.7% | -2.5% | -18.2% | -20.6% |
| 1Y | -49.1% | -23.8% | -25.3% | -40.5% |
| 3Y | -11.0% | -32.5% | +21.5% | +9.9% |
| 5Y | -18.0% | -23.2% | +5.2% | +7.1% |
| All | +3.7% | -14.3% | +18.0% | +29.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling