-92.1%
FCEL vs DUOL
+2.7%
-94.7%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DUOL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | +4.3% | -10.2% | -7.3% |
| 7D | +6.3% | -8.6% | +14.9% | +8.9% |
| 30D | -18.8% | +7.2% | -26.0% | -22.0% |
| 3M | -3.8% | +19.1% | -22.9% | -13.1% |
| 6M | +121.1% | +52.5% | +68.6% | +76.0% |
| YTD | +113.3% | -17.3% | +130.6% | +113.3% |
| 1Y | +173.5% | -49.2% | +222.7% | +226.2% |
| 3Y | -63.9% | -7.3% | -56.7% | -72.1% |
| 5Y | -90.7% | -16.3% | -74.4% | -94.2% |
| All | -92.1% | +2.7% | -94.7% | -95.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling