+64.4%
FDX vs DUOL
-10.4%
+74.8%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DUOL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -5.2% | +2.6% | -2.2% |
| 7D | -3.3% | -7.8% | +4.5% | -2.7% |
| 30D | -1.4% | +11.8% | -13.2% | -2.3% |
| 3M | -4.5% | +24.1% | -28.6% | -6.5% |
| 6M | +9.4% | +43.6% | -34.2% | +5.5% |
| YTD | +36.0% | -16.6% | +52.6% | +36.9% |
| 1Y | +75.5% | -46.0% | +121.5% | +82.3% |
| 3Y | +62.8% | -6.5% | +69.3% | +56.3% |
| 5Y | +64.4% | -7.4% | +71.8% | +47.1% |
| All | +64.4% | -10.4% | +74.8% | +47.1% |
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