-55.4%
FISV vs DUOL
+3.5%
-58.9%
-80.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DUOL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -5.2% | +1.2% | -3.4% |
| 7D | -1.6% | -7.8% | +6.2% | -0.6% |
| 30D | -3.0% | +11.8% | -14.8% | -4.4% |
| 3M | -3.5% | +24.1% | -27.6% | -6.4% |
| 6M | -19.4% | +43.6% | -63.0% | -23.2% |
| YTD | -24.3% | -16.6% | -7.7% | -23.8% |
| 1Y | -62.4% | -46.0% | -16.3% | -60.4% |
| 3Y | -58.2% | -6.5% | -51.7% | -59.1% |
| 5Y | -56.5% | -7.4% | -49.1% | -60.2% |
| All | -55.4% | +3.5% | -58.9% | -58.5% |
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