+4.4%
FICO vs DUOL
+3.9%
+0.5%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DUOL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.7% | -2.7% | -13.9% | -16.2% |
| 7D | -19.2% | +5.1% | -24.3% | -19.9% |
| 30D | -14.6% | +14.1% | -28.7% | -16.8% |
| 3M | -20.1% | +41.5% | -61.6% | -24.9% |
| 6M | -36.3% | +60.6% | -96.9% | -41.5% |
| YTD | -44.9% | -12.0% | -32.9% | -45.0% |
| 1Y | -38.6% | -43.4% | +4.7% | -35.8% |
| All | +4.4% | +3.9% | +0.5% | -7.2% |
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