+96.3%
FFIV vs DUOL
+2.7%
+93.7%
-47.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DUOL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +4.3% | -5.8% | -2.1% |
| 7D | +1.6% | -8.6% | +10.2% | +2.7% |
| 30D | -3.7% | +7.2% | -10.9% | -4.9% |
| 3M | +2.0% | +19.1% | -17.1% | -1.1% |
| 6M | +39.3% | +52.5% | -13.3% | +30.0% |
| YTD | +56.1% | -17.3% | +73.4% | +57.4% |
| 1Y | +22.0% | -49.2% | +71.2% | +30.2% |
| 3Y | +148.2% | -7.3% | +155.4% | +136.6% |
| 5Y | +96.3% | -16.3% | +112.6% | +65.6% |
| All | +96.3% | +2.7% | +93.7% | +65.4% |
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 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