-80.8%
FIG vs DUOL
-57.7%
-23.2%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DUOL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +4.3% | -3.7% | -1.3% |
| 7D | -12.2% | -8.6% | -3.6% | -8.7% |
| 30D | -11.0% | +7.2% | -18.2% | -13.8% |
| 3M | +11.9% | +19.1% | -7.2% | +5.0% |
| 6M | -21.9% | +52.5% | -74.4% | -31.3% |
| YTD | -40.8% | -17.3% | -23.5% | -44.6% |
| 1Y | -56.6% | -49.2% | -7.4% | -57.3% |
| All | -80.8% | -57.7% | -23.2% | -82.6% |
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