+155.8%
FTNT vs DUOL
-15.6%
+171.4%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DUOL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +4.3% | -3.2% | +0.3% |
| 7D | +1.6% | -8.6% | +10.2% | +3.2% |
| 30D | -1.9% | +7.2% | -9.1% | -3.5% |
| 3M | +14.4% | +19.1% | -4.7% | +9.6% |
| 6M | +88.7% | +52.5% | +36.1% | +72.0% |
| YTD | +100.0% | -17.3% | +117.3% | +102.6% |
| 1Y | +99.9% | -49.2% | +149.1% | +118.8% |
| 3Y | +147.9% | -7.3% | +155.2% | +121.5% |
| 5Y | +155.8% | -16.3% | +172.1% | +101.4% |
| All | +155.8% | -15.6% | +171.4% | +101.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling