-24.1%
FICO vs DUOL
-0.2%
-23.8%
-75.1%
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% | -0.7% |
| 7D | -0.9% | +21.9% | -22.8% | -4.7% |
| 30D | +3.3% | +5.7% | -2.4% | +1.9% |
| 3M | -31.7% | +30.9% | -62.6% | -35.6% |
| 6M | -34.0% | +52.8% | -86.7% | -39.3% |
| YTD | -58.3% | -8.6% | -49.7% | -59.1% |
| 1Y | -57.9% | -17.2% | -40.7% | -58.2% |
| 3Y | -24.1% | +2.0% | -26.0% | -30.0% |
| All | -24.1% | -0.2% | -23.8% | -30.0% |
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