+13.3%
FOXA vs DUOL
-51.5%
+64.8%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DUOL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -1.0% | +2.2% | +1.2% |
| 7D | +0.8% | -7.0% | +7.8% | +1.0% |
| 30D | +5.0% | +6.7% | -1.7% | +4.7% |
| 3M | -3.0% | +16.0% | -19.0% | -3.9% |
| 6M | +14.8% | +45.4% | -30.6% | +12.6% |
| YTD | -8.9% | -18.1% | +9.2% | -9.8% |
| 1Y | +13.3% | -53.6% | +66.9% | +13.0% |
| All | +13.3% | -51.5% | +64.8% | +13.0% |
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