+106.4%
FSLR vs DUOL
+11.3%
+95.1%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DUOL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -4.1% | +0.8% | -2.6% |
| 7D | -12.0% | +0.3% | -12.2% | -12.0% |
| 30D | -7.7% | +12.4% | -20.0% | -9.8% |
| 3M | -24.0% | +16.9% | -40.9% | -26.7% |
| 6M | -24.4% | +48.5% | -72.9% | -30.8% |
| YTD | -34.0% | -10.3% | -23.7% | -34.5% |
| 1Y | -35.6% | -15.6% | -20.0% | -35.4% |
| 3Y | +28.7% | -25.6% | +54.2% | +23.6% |
| 5Y | +55.3% | +1.5% | +53.8% | +17.6% |
| All | +106.4% | +11.3% | +95.1% | +55.2% |
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