+46.0%
FE vs DUOL
-0.2%
+46.3%
-15.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DUOL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +2.2% | -2.6% | -0.4% |
| 7D | 0.0% | +21.9% | -21.9% | +0.2% |
| 30D | +5.2% | +5.7% | -0.5% | +5.2% |
| 3M | 0.0% | +30.9% | -30.9% | +0.3% |
| 6M | +5.0% | +52.8% | -47.7% | +5.7% |
| YTD | +7.9% | -8.6% | +16.5% | +8.1% |
| 1Y | +6.3% | -17.2% | +23.5% | +6.5% |
| 3Y | +46.0% | +2.0% | +44.1% | +49.1% |
| All | +46.0% | -0.2% | +46.3% | +49.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling