-52.0%
FIG vs DUOL
-11.1%
-41.0%
-58.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DUOL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +5.0% | -2.2% | -0.3% |
| 7D | +3.4% | +3.0% | +0.4% | +1.2% |
| 30D | -9.5% | +18.3% | -27.8% | -19.6% |
| 3M | -26.2% | +14.7% | -40.9% | -34.1% |
| 6M | +2.7% | +57.5% | -54.8% | -25.1% |
| YTD | -48.0% | -5.8% | -42.1% | -54.9% |
| 1Y | -52.0% | -11.4% | -40.7% | -57.7% |
| All | -52.0% | -11.1% | -41.0% | -57.7% |
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