-93.2%
FRMI vs DUOL
-38.2%
-55.0%
-93.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DUOL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.6% | +26.0% | -36.6% | -9.3% |
| 7D | -39.7% | +19.3% | -59.0% | -38.8% |
| 30D | -55.2% | +9.6% | -64.8% | -54.5% |
| 3M | -71.2% | +17.1% | -88.2% | -70.9% |
| 6M | -64.1% | +46.3% | -110.4% | -66.6% |
| YTD | -77.2% | -8.1% | -69.1% | -77.5% |
| 1Y | -93.2% | -38.5% | -54.7% | -92.9% |
| All | -93.2% | -38.2% | -55.0% | -92.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling