+105.3%
FSLR vs DUOL
+16.9%
+88.4%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DUOL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +5.0% | -5.5% | -1.3% |
| 7D | -14.8% | +3.0% | -17.8% | -15.2% |
| 30D | -4.3% | +18.3% | -22.6% | -7.4% |
| 3M | -23.4% | +14.7% | -38.1% | -25.8% |
| 6M | -26.9% | +57.5% | -84.4% | -33.8% |
| YTD | -34.4% | -5.8% | -28.6% | -35.4% |
| 1Y | -33.2% | -11.4% | -21.8% | -33.5% |
| 3Y | +28.1% | -22.5% | +50.6% | +22.2% |
| 5Y | +54.5% | +6.6% | +47.9% | +16.0% |
| All | +105.3% | +16.9% | +88.4% | +53.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling