+90.1%
FAST vs DUOL
+3.9%
+86.2%
-21.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DUOL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -2.7% | +3.5% | +0.9% |
| 7D | -0.4% | +5.1% | -5.5% | -0.6% |
| 30D | -0.8% | +14.1% | -14.9% | -1.5% |
| 3M | +5.8% | +41.5% | -35.8% | +3.7% |
| 6M | +8.0% | +60.6% | -52.6% | +5.0% |
| YTD | +25.6% | -12.0% | +37.6% | +26.5% |
| 1Y | +0.8% | -43.4% | +44.2% | +4.0% |
| All | +90.1% | +3.9% | +86.2% | +86.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling