+37.4%
FAST vs DUOL
-14.5%
+51.9%
-11.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DUOL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +4.8% | -3.6% | +1.3% |
| 7D | +4.3% | +1.8% | +2.5% | +4.3% |
| 30D | +8.3% | +11.1% | -2.8% | +8.3% |
| 3M | +6.5% | +21.2% | -14.7% | +6.7% |
| 6M | +29.5% | +56.1% | -26.6% | +30.8% |
| YTD | +41.3% | -6.5% | +47.7% | +45.1% |
| 1Y | +37.4% | -15.8% | +53.2% | +41.5% |
| All | +37.4% | -14.5% | +51.9% | +41.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling