-84.3%
FRMI vs DUOL
-51.8%
-32.4%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DUOL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | -2.7% | +8.1% | +5.3% |
| 7D | +2.4% | +5.1% | -2.7% | +2.4% |
| 30D | -17.3% | +14.1% | -31.4% | -17.4% |
| 3M | -17.2% | +41.5% | -58.7% | -21.1% |
| 6M | -43.4% | +60.6% | -104.0% | -48.1% |
| YTD | -36.0% | -12.0% | -24.0% | -39.7% |
| All | -84.3% | -51.8% | -32.4% | -87.0% |
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