-38.8%
FIS vs DUOL
-20.2%
-18.7%
-67.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DUOL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +5.0% | -0.9% | +3.8% |
| 7D | +2.8% | +3.0% | -0.2% | +2.6% |
| 30D | -16.7% | +18.3% | -35.0% | -17.8% |
| 3M | -32.3% | +14.7% | -47.0% | -33.0% |
| 6M | -29.1% | +57.5% | -86.5% | -32.5% |
| YTD | -54.1% | -5.8% | -48.3% | -54.7% |
| 1Y | -53.7% | -11.4% | -42.3% | -54.1% |
| 3Y | -38.8% | -22.5% | -16.3% | -41.0% |
| All | -38.8% | -20.2% | -18.7% | -41.0% |
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