+2,116.3%
FIX vs DUOL
+9.2%
+2,107.0%
-46.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DUOL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -2.7% | +4.7% | +2.2% |
| 7D | +6.0% | +5.1% | +0.9% | +5.4% |
| 30D | -7.2% | +14.1% | -21.4% | -9.1% |
| 3M | -15.9% | +41.5% | -57.4% | -20.7% |
| 6M | +12.7% | +60.6% | -47.9% | +3.3% |
| YTD | +72.8% | -12.0% | +84.8% | +73.1% |
| 1Y | +122.9% | -43.4% | +166.3% | +137.1% |
| 3Y | +774.3% | +3.7% | +770.6% | +752.1% |
| 5Y | +2,049.5% | -5.3% | +2,054.8% | +1,853.8% |
| All | +2,116.3% | +9.2% | +2,107.0% | +1,910.1% |
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