+34.3%
FANG vs DUOL
-38.2%
+72.5%
-19.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DUOL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | +26.0% | -30.9% | -3.4% |
| 7D | -11.3% | +19.3% | -30.6% | -10.0% |
| 30D | -0.7% | +9.6% | -10.3% | +0.5% |
| 3M | -4.2% | +17.1% | -21.2% | -2.6% |
| 6M | -13.5% | +46.3% | -59.8% | -11.1% |
| YTD | +23.7% | -8.1% | +31.8% | +23.1% |
| 1Y | +34.3% | -38.5% | +72.8% | +32.6% |
| All | +34.3% | -38.2% | +72.5% | +32.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling