-99.6%
FCUV vs DUOL
-1.5%
-98.1%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DUOL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.0% | -4.9% | -2.1% | -5.0% |
| 7D | -63.8% | -11.8% | -52.0% | -60.2% |
| 30D | -14.7% | +1.5% | -16.2% | -11.2% |
| 3M | +65.3% | +18.1% | +47.2% | +59.7% |
| 6M | -68.5% | +38.7% | -107.1% | -71.8% |
| YTD | -83.0% | -20.7% | -62.4% | -81.2% |
| 1Y | -94.4% | -49.1% | -45.3% | -93.0% |
| 3Y | -99.3% | -11.0% | -88.2% | -99.4% |
| 5Y | -99.9% | -18.0% | -81.9% | -99.9% |
| All | -99.6% | -1.5% | -98.1% | -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 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