+2,168.8%
FIX vs DUOL
+3.5%
+2,165.2%
-46.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DUOL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -5.2% | +7.6% | +3.0% |
| 7D | +6.1% | -7.8% | +13.9% | +7.0% |
| 30D | -2.7% | +11.8% | -14.5% | -4.4% |
| 3M | -10.9% | +24.1% | -35.0% | -14.5% |
| 6M | +29.0% | +43.6% | -14.6% | +20.1% |
| YTD | +76.9% | -16.6% | +93.5% | +78.3% |
| 1Y | +130.7% | -46.0% | +176.8% | +146.7% |
| 3Y | +790.7% | -6.5% | +797.1% | +777.3% |
| 5Y | +2,185.6% | -7.4% | +2,193.0% | +1,988.2% |
| All | +2,168.8% | +3.5% | +2,165.2% | +1,970.2% |
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