-92.4%
FCEL vs DUOL
+9.2%
-101.6%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DUOL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -2.7% | +4.7% | +2.8% |
| 7D | -15.8% | +5.1% | -20.9% | -17.3% |
| 30D | -29.3% | +14.1% | -43.4% | -33.3% |
| 3M | -30.1% | +41.5% | -71.7% | -40.7% |
| 6M | +74.4% | +60.6% | +13.8% | +36.9% |
| YTD | +104.5% | -12.0% | +116.5% | +101.3% |
| 1Y | +281.4% | -43.4% | +324.7% | +340.2% |
| 3Y | -66.1% | +3.7% | -69.8% | -74.9% |
| 5Y | -91.9% | -5.3% | -86.6% | -95.1% |
| All | -92.4% | +9.2% | -101.6% | -95.5% |
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