-54.7%
FISV vs DUOL
+1.6%
-56.3%
-80.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DUOL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | -1.0% | +6.4% | +5.5% |
| 7D | -2.7% | -7.0% | +4.3% | -1.8% |
| 30D | 0.0% | +6.7% | -6.7% | -0.9% |
| 3M | -2.8% | +16.0% | -18.8% | -4.9% |
| 6M | -11.8% | +45.4% | -57.2% | -16.1% |
| YTD | -23.2% | -18.1% | -5.1% | -22.6% |
| 1Y | -62.0% | -53.6% | -8.4% | -59.5% |
| 3Y | -57.6% | -11.0% | -46.6% | -58.3% |
| 5Y | -53.4% | -17.1% | -36.3% | -57.8% |
| All | -54.7% | +1.6% | -56.3% | -57.8% |
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 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