-57.3%
FSLY vs DUOL
+3.5%
-60.8%
-90.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DUOL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | -5.2% | +9.6% | +6.0% |
| 7D | +3.5% | -7.8% | +11.3% | +6.0% |
| 30D | -6.4% | +11.8% | -18.2% | -10.6% |
| 3M | +10.9% | +24.1% | -13.2% | +1.4% |
| 6M | +6.7% | +43.6% | -36.9% | -10.2% |
| YTD | +111.1% | -16.6% | +127.7% | +112.0% |
| 1Y | +185.8% | -46.0% | +231.8% | +216.4% |
| 3Y | -6.6% | -6.5% | -0.1% | -31.7% |
| 5Y | -52.4% | -7.4% | -45.0% | -72.6% |
| All | -57.3% | +3.5% | -60.8% | -76.0% |
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