+51.9%
FE vs DUOL
+9.2%
+42.6%
-28.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DUOL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.7% | +2.2% | -0.6% |
| 7D | +1.9% | +5.1% | -3.1% | +1.9% |
| 30D | -1.2% | +14.1% | -15.3% | -1.2% |
| 3M | +3.5% | +41.5% | -38.0% | +3.4% |
| 6M | -6.1% | +60.6% | -66.7% | -6.2% |
| YTD | +7.6% | -12.0% | +19.6% | +7.7% |
| 1Y | +11.9% | -43.4% | +55.3% | +12.3% |
| 3Y | +48.4% | +3.7% | +44.7% | +47.1% |
| 5Y | +44.8% | -5.3% | +50.1% | +40.7% |
| All | +51.9% | +9.2% | +42.6% | +45.4% |
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