+67.5%
FERG vs DUOL
-15.6%
+83.1%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DUOL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +4.3% | -5.3% | -1.4% |
| 7D | -1.0% | -8.6% | +7.6% | -0.2% |
| 30D | -11.8% | +7.2% | -19.0% | -12.6% |
| 3M | -1.2% | +19.1% | -20.3% | -3.4% |
| 6M | -2.3% | +52.5% | -54.8% | -7.2% |
| YTD | +0.8% | -17.3% | +18.1% | +1.6% |
| 1Y | +0.5% | -49.2% | +49.7% | +5.7% |
| 3Y | +51.4% | -7.3% | +58.6% | +43.9% |
| 5Y | +67.5% | -16.3% | +83.8% | +52.0% |
| All | +67.5% | -15.6% | +83.1% | +52.0% |
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