+92.4%
FFIV vs DUOL
+9.2%
+83.1%
-47.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DUOL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.7% | +2.3% | -0.1% |
| 7D | -1.0% | +5.1% | -6.0% | -1.6% |
| 30D | -5.1% | +14.1% | -19.2% | -7.0% |
| 3M | -4.5% | +41.5% | -46.0% | -9.4% |
| 6M | +36.5% | +60.6% | -24.1% | +26.6% |
| YTD | +53.0% | -12.0% | +65.0% | +53.1% |
| 1Y | +24.2% | -43.4% | +67.6% | +30.8% |
| 3Y | +137.2% | +3.7% | +133.5% | +123.1% |
| 5Y | +91.8% | -5.3% | +97.0% | +60.5% |
| All | +92.4% | +9.2% | +83.1% | +60.9% |
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