-54.9%
FSLY vs DUOL
+2.7%
-57.6%
-90.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DUOL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +4.3% | -4.3% | -1.3% |
| 7D | +7.5% | -8.6% | +16.1% | +10.3% |
| 30D | -21.1% | +7.2% | -28.3% | -23.9% |
| 3M | +21.8% | +19.1% | +2.7% | +12.7% |
| 6M | -0.1% | +52.5% | -52.6% | -17.7% |
| YTD | +123.1% | -17.3% | +140.4% | +124.3% |
| 1Y | +208.6% | -49.2% | +257.8% | +250.0% |
| 3Y | -1.3% | -7.3% | +6.0% | -27.7% |
| 5Y | -48.4% | -16.3% | -32.1% | -69.9% |
| All | -54.9% | +2.7% | -57.6% | -74.6% |
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 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