+80.3%
FITB vs DUOL
+3.5%
+76.8%
-51.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DUOL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -5.2% | +4.6% | -0.3% |
| 7D | +2.8% | -7.8% | +10.6% | +3.4% |
| 30D | -4.5% | +11.8% | -16.4% | -5.4% |
| 3M | +5.7% | +24.1% | -18.4% | +3.6% |
| 6M | +17.1% | +43.6% | -26.5% | +13.1% |
| YTD | +18.3% | -16.6% | +34.9% | +18.9% |
| 1Y | +23.9% | -46.0% | +69.9% | +28.1% |
| 3Y | +131.1% | -6.5% | +137.6% | +124.6% |
| 5Y | +71.1% | -7.4% | +78.5% | +55.4% |
| All | +80.3% | +3.5% | +76.8% | +67.3% |
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