+130.2%
FAST vs DUOL
+10.8%
+119.4%
-30.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DUOL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.6% | -1.1% | +0.4% |
| 7D | +4.8% | +22.4% | -17.6% | +3.3% |
| 30D | +8.6% | +4.5% | +4.1% | +8.0% |
| 3M | +5.7% | +14.2% | -8.5% | +4.3% |
| 6M | +25.5% | +45.1% | -19.6% | +21.3% |
| YTD | +39.6% | -10.7% | +50.3% | +39.4% |
| 1Y | +35.5% | -18.7% | +54.2% | +36.1% |
| 3Y | +96.2% | -25.9% | +122.1% | +92.7% |
| 5Y | +110.2% | +5.8% | +104.4% | +87.2% |
| All | +130.2% | +10.8% | +119.4% | +105.3% |
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