+50.0%
FE vs DUOL
-1.5%
+51.6%
-28.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DUOL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -4.9% | +4.4% | -0.5% |
| 7D | -0.2% | -11.8% | +11.6% | -0.1% |
| 30D | -1.2% | +1.5% | -2.7% | -1.2% |
| 3M | +1.7% | +18.1% | -16.5% | +1.6% |
| 6M | -7.5% | +38.7% | -46.1% | -7.6% |
| YTD | +6.3% | -20.7% | +27.0% | +6.5% |
| 1Y | +10.9% | -49.1% | +59.9% | +11.3% |
| 3Y | +46.9% | -11.0% | +58.0% | +45.8% |
| 5Y | +47.6% | -18.0% | +65.6% | +43.5% |
| All | +50.0% | -1.5% | +51.6% | +43.7% |
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