-99.8%
FCUV vs DUOL
-17.6%
-82.2%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DUOL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | -1.0% | +4.3% | +3.6% |
| 7D | -66.5% | -7.0% | -59.5% | -64.5% |
| 30D | +5.0% | +6.7% | -1.7% | +6.7% |
| 3M | +63.8% | +16.0% | +47.8% | +60.3% |
| 6M | -67.8% | +45.4% | -113.2% | -70.7% |
| YTD | -82.4% | -18.1% | -64.3% | -81.0% |
| 1Y | -94.7% | -53.6% | -41.2% | -93.5% |
| 3Y | -99.3% | -11.0% | -88.3% | -99.3% |
| All | -99.8% | -17.6% | -82.2% | -99.9% |
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