+1,300.4%
FIX vs DUOL
+13.5%
+1,286.9%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DUOL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | +2.2% | +3.3% | +5.2% |
| 7D | -17.5% | +21.9% | -39.4% | -19.5% |
| 30D | -41.6% | +5.7% | -47.3% | -42.2% |
| 3M | -40.6% | +30.9% | -71.5% | -43.1% |
| 6M | -49.4% | +52.8% | -102.1% | -53.2% |
| YTD | +9.2% | -8.6% | +17.8% | +8.2% |
| 1Y | +6.5% | -17.2% | +23.7% | +7.0% |
| 3Y | +448.7% | +2.0% | +446.8% | +432.4% |
| 5Y | +948.7% | +4.4% | +944.4% | +844.6% |
| All | +1,300.4% | +13.5% | +1,286.9% | +1,156.9% |
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