+81.0%
FITB vs DUOL
+1.6%
+79.4%
-51.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DUOL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.0% | +1.6% | +0.6% |
| 7D | -0.3% | -7.0% | +6.7% | +0.2% |
| 30D | -5.7% | +6.7% | -12.4% | -6.3% |
| 3M | +3.2% | +16.0% | -12.9% | +1.6% |
| 6M | +23.4% | +45.4% | -22.0% | +19.1% |
| YTD | +18.8% | -18.1% | +36.9% | +19.5% |
| 1Y | +25.0% | -53.6% | +78.5% | +30.8% |
| 3Y | +131.2% | -11.0% | +142.2% | +125.4% |
| 5Y | +70.7% | -17.1% | +87.8% | +54.2% |
| All | +81.0% | +1.6% | +79.4% | +68.2% |
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