+66.9%
FBTC vs DUOL
-32.3%
+99.2%
-53.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DUOL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -5.2% | +3.5% | -0.9% |
| 7D | +1.5% | -7.8% | +9.3% | +2.9% |
| 30D | +20.7% | +11.8% | +8.8% | +18.2% |
| 3M | +23.7% | +24.1% | -0.4% | +18.1% |
| 6M | +15.0% | +43.6% | -28.6% | +6.5% |
| YTD | -10.5% | -16.6% | +6.1% | -9.2% |
| 1Y | -30.3% | -46.0% | +15.8% | -24.7% |
| All | +66.9% | -32.3% | +99.2% | +57.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling