+189.8%
FTNT vs DUOL
+3.5%
+186.3%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DUOL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -5.2% | +6.0% | +1.7% |
| 7D | -2.7% | -7.8% | +5.1% | -1.3% |
| 30D | -1.4% | +11.8% | -13.2% | -3.7% |
| 3M | +10.1% | +24.1% | -14.0% | +4.9% |
| 6M | +88.2% | +43.6% | +44.6% | +73.8% |
| YTD | +98.3% | -16.6% | +114.9% | +100.6% |
| 1Y | +96.0% | -46.0% | +142.0% | +111.7% |
| 3Y | +145.8% | -6.5% | +152.2% | +120.7% |
| 5Y | +154.6% | -7.4% | +162.1% | +102.8% |
| All | +189.8% | +3.5% | +186.3% | +133.8% |
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