-22.5%
DUOL vs FGI
-16.0%
-6.5%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | -25.2% | +30.2% | +5.5% |
| 7D | +3.0% | -14.4% | +17.5% | +3.2% |
| 30D | +18.3% | -11.8% | +30.1% | +18.3% |
| 3M | +14.7% | -46.2% | +61.0% | +15.8% |
| 6M | +57.5% | +5.2% | +52.3% | +55.2% |
| YTD | -5.8% | +10.5% | -16.3% | -7.9% |
| 1Y | -11.4% | +25.5% | -36.9% | -13.6% |
| 3Y | -22.5% | -16.0% | -6.5% | -24.1% |
| All | -22.5% | -16.0% | -6.5% | -24.1% |
Cumulative growth
Daily Returns
Daily percentage return beside FGI.
Daily Out/Under-Performance
Portfolio return minus FGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FGI 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 FGI 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