+56.8%
FSLR vs DUOL
-5.7%
+62.5%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DUOL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +4.8% | -6.3% | -2.4% |
| 7D | -8.4% | +1.8% | -10.2% | -8.7% |
| 30D | -0.9% | +11.1% | -12.0% | -3.3% |
| 3M | -26.1% | +21.2% | -47.2% | -29.3% |
| 6M | -23.6% | +56.1% | -79.7% | -31.1% |
| YTD | -31.8% | -6.5% | -25.3% | -32.8% |
| 1Y | -32.6% | -15.8% | -16.8% | -32.2% |
| 3Y | +33.0% | -22.4% | +55.4% | +25.7% |
| 5Y | +56.8% | +8.3% | +48.5% | +12.1% |
| All | +56.8% | -5.7% | +62.5% | +12.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling