-83.6%
FIG vs DUOL
-54.1%
-29.5%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DUOL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -4.1% | +3.8% | +1.4% |
| 7D | +2.6% | +0.3% | +2.3% | +2.3% |
| 30D | -13.1% | +12.4% | -25.4% | -17.9% |
| 3M | -20.3% | +16.9% | -37.3% | -26.5% |
| 6M | -2.1% | +48.5% | -50.6% | -15.8% |
| YTD | -49.4% | -10.3% | -39.1% | -54.8% |
| 1Y | -57.0% | -15.6% | -41.4% | -61.6% |
| All | -83.6% | -54.1% | -29.5% | -85.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling