+106.2%
FAST vs DUOL
+3.5%
+102.7%
-30.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DUOL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -5.2% | +4.8% | -0.1% |
| 7D | +1.3% | -7.8% | +9.1% | +1.8% |
| 30D | -4.7% | +11.8% | -16.6% | -5.6% |
| 3M | +7.9% | +24.1% | -16.2% | +6.0% |
| 6M | +7.4% | +43.6% | -36.2% | +4.0% |
| YTD | +25.1% | -16.6% | +41.7% | +25.9% |
| 1Y | +4.7% | -46.0% | +50.7% | +8.4% |
| 3Y | +94.7% | -6.5% | +101.2% | +87.1% |
| 5Y | +106.8% | -7.4% | +114.2% | +85.9% |
| All | +106.2% | +3.5% | +102.7% | +85.4% |
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