-66.1%
FIS vs DUOL
-11.2%
-55.0%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DUOL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -4.9% | +1.5% | -2.9% |
| 7D | -9.1% | -11.8% | +2.7% | -7.9% |
| 30D | -10.4% | +1.5% | -11.9% | -10.6% |
| 3M | -3.7% | +18.1% | -21.8% | -5.5% |
| 6M | -24.8% | +38.7% | -63.4% | -27.5% |
| YTD | -41.6% | -20.7% | -20.9% | -41.0% |
| 1Y | -42.7% | -49.1% | +6.3% | -40.4% |
| 3Y | -26.2% | -11.0% | -15.2% | -29.4% |
| 5Y | -66.1% | -18.0% | -48.2% | -70.0% |
| All | -66.1% | -11.2% | -55.0% | -70.0% |
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 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