+101.7%
FFIV vs DUOL
-20.7%
+122.5%
-35.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| 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% | -33.5% |
| 3M | -22.7% | +21.2% | -43.9% | -25.2% |
| 6M | -10.7% | +56.1% | -66.8% | -17.3% |
| YTD | +25.4% | -6.5% | +31.9% | +24.2% |
| 1Y | +34.2% | -15.8% | +50.0% | +34.8% |
| All | +101.7% | -20.7% | +122.5% | +100.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling