+972.1%
FTI vs DUOL
-1.5%
+973.6%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DUOL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -4.9% | +4.4% | 0.0% |
| 7D | -2.3% | -11.8% | +9.5% | -1.3% |
| 30D | +5.0% | +1.5% | +3.5% | +4.7% |
| 3M | +13.8% | +18.1% | -4.3% | +11.4% |
| 6M | +22.9% | +38.7% | -15.8% | +17.9% |
| YTD | +75.0% | -20.7% | +95.6% | +76.8% |
| 1Y | +96.9% | -49.1% | +146.0% | +106.2% |
| 3Y | +276.7% | -11.0% | +287.8% | +267.6% |
| 5Y | +1,157.0% | -18.0% | +1,175.0% | +1,007.3% |
| All | +972.1% | -1.5% | +973.6% | +849.7% |
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