+105.3%
FAST vs DUOL
+11.7%
+93.6%
-30.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DUOL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +5.0% | -5.7% | -1.0% |
| 7D | +4.2% | +3.0% | +1.1% | +3.9% |
| 30D | +6.7% | +18.3% | -11.6% | +5.1% |
| 3M | +8.0% | +14.7% | -6.7% | +6.5% |
| 6M | +27.4% | +57.5% | -30.0% | +22.0% |
| YTD | +40.5% | -5.8% | +46.3% | +39.8% |
| 1Y | +38.4% | -11.4% | +49.7% | +38.2% |
| 3Y | +98.7% | -22.5% | +121.2% | +93.7% |
| All | +105.3% | +11.7% | +93.6% | +79.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling