+143.3%
FSLR vs DUOL
-1.5%
+144.8%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DUOL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.8% | -4.9% | +0.1% | -4.0% |
| 7D | +0.2% | -11.8% | +12.0% | +2.3% |
| 30D | -15.1% | +1.5% | -16.6% | -15.6% |
| 3M | -22.5% | +18.1% | -40.7% | -25.5% |
| 6M | +4.0% | +38.7% | -34.7% | -3.8% |
| YTD | -22.3% | -20.7% | -1.6% | -20.7% |
| 1Y | 0.0% | -49.1% | +49.1% | +9.7% |
| 3Y | +10.9% | -11.0% | +21.9% | +1.3% |
| 5Y | +105.4% | -18.0% | +123.4% | +59.4% |
| All | +143.3% | -1.5% | +144.8% | +87.9% |
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 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