+66.1%
FDX vs DUOL
+2.2%
+63.9%
-35.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DUOL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.7% | +2.2% | -0.4% |
| 7D | -2.5% | +5.1% | -7.6% | -2.8% |
| 30D | +3.8% | +14.1% | -10.3% | +2.9% |
| 3M | -1.3% | +41.5% | -42.8% | -3.7% |
| 6M | +5.0% | +60.6% | -55.6% | +1.4% |
| YTD | +39.6% | -12.0% | +51.6% | +40.6% |
| 1Y | +81.1% | -43.4% | +124.5% | +87.7% |
| All | +66.1% | +2.2% | +63.9% | +65.3% |
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