+129.0%
FITB vs DUOL
-12.4%
+141.4%
-29.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DUOL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -4.9% | +4.3% | -0.3% |
| 7D | -0.4% | -11.8% | +11.4% | +0.4% |
| 30D | -5.1% | +1.5% | -6.6% | -5.4% |
| 3M | +3.5% | +18.1% | -14.6% | +1.8% |
| 6M | +17.2% | +38.7% | -21.4% | +13.3% |
| YTD | +17.6% | -20.7% | +38.3% | +19.0% |
| 1Y | +23.4% | -49.1% | +72.4% | +28.9% |
| All | +129.0% | -12.4% | +141.4% | +125.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling