-76.7%
FIS vs DUOL
+16.1%
-92.8%
-78.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DUOL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.7% | +4.8% | +2.0% | +6.4% |
| 7D | +1.5% | +1.8% | -0.3% | +1.4% |
| 30D | -11.8% | +11.1% | -22.9% | -12.9% |
| 3M | -28.5% | +21.2% | -49.7% | -30.1% |
| 6M | -27.0% | +56.1% | -83.1% | -30.5% |
| YTD | -53.1% | -6.5% | -46.6% | -53.6% |
| 1Y | -52.8% | -15.8% | -37.0% | -52.9% |
| 3Y | -37.5% | -22.4% | -15.1% | -39.3% |
| 5Y | -71.1% | +8.3% | -79.4% | -74.9% |
| All | -76.7% | +16.1% | -92.8% | -79.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling