-3.2%
FSLY vs DUOL
-12.4%
+9.2%
-80.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DUOL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -4.9% | +10.6% | +6.2% |
| 7D | +11.2% | -11.8% | +22.9% | +12.6% |
| 30D | -18.2% | +1.5% | -19.7% | -18.7% |
| 3M | +21.9% | +18.1% | +3.8% | +18.7% |
| 6M | +4.0% | +38.7% | -34.6% | -2.2% |
| YTD | +123.1% | -20.7% | +143.7% | +125.3% |
| 1Y | +196.9% | -49.1% | +246.0% | +212.9% |
| All | -3.2% | -12.4% | +9.2% | -17.2% |
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