+24.2%
FFIV vs DUOL
-43.9%
+68.1%
-34.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DUOL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.7% | +2.3% | -0.2% |
| 7D | -1.0% | +5.1% | -6.0% | -1.4% |
| 30D | -5.1% | +14.1% | -19.2% | -6.5% |
| 3M | -4.5% | +41.5% | -46.0% | -8.8% |
| 6M | +36.5% | +60.6% | -24.1% | +27.1% |
| YTD | +53.0% | -12.0% | +65.0% | +53.2% |
| 1Y | +24.2% | -43.4% | +67.6% | +36.4% |
| All | +24.2% | -43.9% | +68.1% | +36.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling