+57.7%
FFIV vs DUOL
+16.1%
+41.6%
-47.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DUOL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +4.8% | -3.9% | +0.3% |
| 7D | -2.9% | +1.8% | -4.7% | -3.2% |
| 30D | -32.4% | +11.1% | -43.5% | -33.6% |
| 3M | -22.7% | +21.2% | -43.9% | -25.2% |
| 6M | -10.7% | +56.1% | -66.8% | -17.0% |
| YTD | +25.4% | -6.5% | +31.9% | +23.9% |
| 1Y | +34.2% | -15.8% | +50.0% | +34.2% |
| 3Y | +101.2% | -22.4% | +123.6% | +96.2% |
| 5Y | +42.0% | +8.3% | +33.6% | +18.6% |
| All | +57.7% | +16.1% | +41.6% | +30.2% |
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 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