-70.6%
FIS vs DUOL
+1.6%
-72.2%
-71.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DUOL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.0% | +1.2% | +0.3% |
| 7D | -7.9% | -7.0% | -0.9% | -7.2% |
| 30D | -8.0% | +6.7% | -14.7% | -8.6% |
| 3M | +0.6% | +16.0% | -15.4% | -1.1% |
| 6M | -22.2% | +45.4% | -67.6% | -25.2% |
| YTD | -40.8% | -18.1% | -22.7% | -40.5% |
| 1Y | -41.5% | -53.6% | +12.0% | -38.9% |
| 3Y | -25.5% | -11.0% | -14.5% | -28.4% |
| 5Y | -64.8% | -17.1% | -47.6% | -69.1% |
| All | -70.6% | +1.6% | -72.2% | -73.9% |
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 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