-80.9%
FIG vs DUOL
-59.4%
-21.6%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DUOL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -4.9% | +1.6% | -1.1% |
| 7D | -14.5% | -11.8% | -2.7% | -9.6% |
| 30D | -13.3% | +1.5% | -14.8% | -14.0% |
| 3M | +7.4% | +18.1% | -10.7% | +1.6% |
| 6M | -27.8% | +38.7% | -66.4% | -34.7% |
| YTD | -41.1% | -20.7% | -20.4% | -43.9% |
| 1Y | -58.7% | -49.1% | -9.6% | -57.8% |
| All | -80.9% | -59.4% | -21.6% | -82.4% |
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