-28.9%
FICO vs DUOL
-20.2%
-8.7%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DUOL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +5.0% | -4.6% | -0.4% |
| 7D | +2.2% | +3.0% | -0.8% | +1.7% |
| 30D | +0.1% | +18.3% | -18.2% | -3.2% |
| 3M | -35.2% | +14.7% | -49.9% | -37.3% |
| 6M | -32.4% | +57.5% | -89.8% | -38.2% |
| YTD | -57.4% | -5.8% | -51.6% | -58.4% |
| 1Y | -58.5% | -11.4% | -47.2% | -59.3% |
| 3Y | -28.9% | -22.5% | -6.3% | -32.4% |
| All | -28.9% | -20.2% | -8.7% | -32.4% |
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 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