+47.8%
FE vs DUOL
+4.3%
+43.5%
-28.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DUOL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +2.2% | -2.6% | -0.5% |
| 7D | 0.0% | +21.9% | -21.9% | -0.2% |
| 30D | +5.2% | +5.7% | -0.5% | +5.1% |
| 3M | 0.0% | +30.9% | -30.9% | -0.2% |
| 6M | +5.0% | +52.8% | -47.7% | +4.7% |
| YTD | +7.9% | -8.6% | +16.5% | +8.0% |
| 1Y | +6.3% | -17.2% | +23.5% | +6.5% |
| 3Y | +46.0% | +2.0% | +44.1% | +44.3% |
| All | +47.8% | +4.3% | +43.5% | +45.5% |
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 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