+75.5%
FERG vs DUOL
+1.6%
+73.9%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DUOL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.0% | +1.7% | +0.8% |
| 7D | -2.6% | -7.0% | +4.4% | -1.9% |
| 30D | -8.9% | +6.7% | -15.6% | -9.6% |
| 3M | -2.0% | +16.0% | -18.1% | -3.9% |
| 6M | -3.2% | +45.4% | -48.6% | -7.6% |
| YTD | +1.5% | -18.1% | +19.6% | +2.4% |
| 1Y | +0.5% | -53.6% | +54.0% | +6.7% |
| 3Y | +50.4% | -11.0% | +61.4% | +43.8% |
| 5Y | +68.7% | -17.1% | +85.8% | +54.6% |
| All | +75.5% | +1.6% | +73.9% | +58.3% |
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