+76.9%
FICO vs DUOL
+3.5%
+73.4%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DUOL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -5.2% | +5.3% | +1.0% |
| 7D | -15.4% | -7.8% | -7.6% | -14.2% |
| 30D | -10.4% | +11.8% | -22.2% | -12.1% |
| 3M | -22.7% | +24.1% | -46.8% | -25.4% |
| 6M | -36.8% | +43.6% | -80.4% | -40.5% |
| YTD | -44.8% | -16.6% | -28.2% | -44.0% |
| 1Y | -39.3% | -46.0% | +6.7% | -35.4% |
| 3Y | +3.7% | -6.5% | +10.2% | -2.7% |
| 5Y | +101.7% | -7.4% | +109.1% | +70.0% |
| All | +76.9% | +3.5% | +73.4% | +46.6% |
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