-55.8%
FIG vs DUOL
-43.9%
-11.9%
-76.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DUOL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -2.7% | -1.6% | -2.8% |
| 7D | -16.3% | +5.1% | -21.4% | -18.8% |
| 30D | -14.3% | +14.1% | -28.5% | -20.6% |
| 3M | +7.2% | +41.5% | -34.4% | -10.9% |
| 6M | -18.6% | +60.6% | -79.2% | -35.3% |
| YTD | -35.5% | -12.0% | -23.5% | -39.0% |
| 1Y | -55.8% | -43.4% | -12.4% | -48.9% |
| All | -55.8% | -43.9% | -11.9% | -48.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling