+1,432.1%
FIX vs DUOL
+9.1%
+1,423.0%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DUOL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.4% | -3.8% | +13.3% | +9.8% |
| 7D | -7.2% | +14.0% | -21.3% | -8.9% |
| 30D | -35.1% | +2.9% | -38.0% | -35.7% |
| 3M | -34.3% | +17.8% | -52.1% | -36.3% |
| 6M | -42.9% | +42.8% | -85.8% | -46.8% |
| YTD | +19.5% | -12.1% | +31.6% | +18.8% |
| 1Y | +16.8% | -23.3% | +40.1% | +18.5% |
| 3Y | +506.7% | -24.0% | +530.7% | +505.9% |
| 5Y | +1,046.7% | +5.1% | +1,041.6% | +936.6% |
| All | +1,432.1% | +9.1% | +1,423.0% | +1,279.5% |
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 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