+112.9%
FOXA vs DUOL
-8.7%
+121.6%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DUOL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +4.3% | -2.2% | +1.8% |
| 7D | -3.7% | -8.6% | +4.9% | -3.2% |
| 30D | +5.4% | +7.2% | -1.8% | +4.8% |
| 3M | -3.7% | +19.1% | -22.8% | -5.1% |
| 6M | +12.6% | +52.5% | -39.9% | +9.0% |
| YTD | -10.0% | -17.3% | +7.3% | -9.7% |
| 1Y | +15.0% | -49.2% | +64.3% | +18.3% |
| All | +112.9% | -8.7% | +121.6% | +108.6% |
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 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