+132.9%
FAST vs DUOL
+16.1%
+116.8%
-30.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DUOL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +4.8% | -3.6% | +0.9% |
| 7D | +4.3% | +1.8% | +2.5% | +4.1% |
| 30D | +8.3% | +11.1% | -2.8% | +7.3% |
| 3M | +6.5% | +21.2% | -14.7% | +4.6% |
| 6M | +29.5% | +56.1% | -26.6% | +24.6% |
| YTD | +41.3% | -6.5% | +47.7% | +40.6% |
| 1Y | +37.4% | -15.8% | +53.2% | +37.8% |
| 3Y | +98.5% | -22.4% | +120.9% | +94.4% |
| 5Y | +111.1% | +8.3% | +102.8% | +87.5% |
| All | +132.9% | +16.1% | +116.8% | +107.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling