+105.3%
FAST vs DUOL
+4.3%
+101.0%
-30.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DUOL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +2.2% | -2.0% | 0.0% |
| 7D | +2.1% | +21.9% | -19.8% | +0.5% |
| 30D | +6.9% | +5.7% | +1.1% | +6.2% |
| 3M | +4.8% | +30.9% | -26.0% | +2.3% |
| 6M | +19.8% | +52.8% | -33.0% | +15.0% |
| YTD | +34.9% | -8.6% | +43.5% | +34.5% |
| 1Y | +32.8% | -17.2% | +50.0% | +33.4% |
| 3Y | +93.7% | +2.0% | +91.8% | +83.3% |
| All | +105.3% | +4.3% | +101.0% | +83.3% |
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 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