+76.0%
FERG vs DUOL
-1.5%
+77.6%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DUOL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -4.9% | +3.5% | -0.9% |
| 7D | +0.9% | -11.8% | +12.7% | +2.1% |
| 30D | -15.1% | +1.5% | -16.6% | -15.3% |
| 3M | -4.8% | +18.1% | -23.0% | -6.8% |
| 6M | -2.5% | +38.7% | -41.1% | -6.4% |
| YTD | +1.8% | -20.7% | +22.5% | +3.0% |
| 1Y | -0.3% | -49.1% | +48.8% | +4.7% |
| 3Y | +52.9% | -11.0% | +64.0% | +46.2% |
| 5Y | +69.3% | -18.0% | +87.3% | +55.4% |
| All | +76.0% | -1.5% | +77.6% | +59.2% |
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