+52.3%
FFIV vs DUOL
+16.9%
+35.4%
-47.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DUOL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +5.0% | -7.7% | -3.3% |
| 7D | -0.5% | +3.0% | -3.6% | -1.0% |
| 30D | -32.4% | +18.3% | -50.7% | -34.1% |
| 3M | -25.7% | +14.7% | -40.4% | -27.5% |
| 6M | -13.5% | +57.5% | -71.0% | -19.7% |
| YTD | +21.1% | -5.8% | +26.9% | +19.5% |
| 1Y | +29.4% | -11.4% | +40.8% | +28.6% |
| 3Y | +94.9% | -22.5% | +117.4% | +90.0% |
| 5Y | +34.7% | +6.6% | +28.1% | +12.3% |
| All | +52.3% | +16.9% | +35.4% | +25.6% |
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