+93.1%
FOXA vs DUOL
-17.6%
+110.8%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DUOL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -1.0% | +2.2% | +1.2% |
| 7D | +0.8% | -7.0% | +7.8% | +1.3% |
| 30D | +5.0% | +6.7% | -1.7% | +4.4% |
| 3M | -3.0% | +16.0% | -19.0% | -4.4% |
| 6M | +14.8% | +45.4% | -30.6% | +11.1% |
| YTD | -8.9% | -18.1% | +9.2% | -8.5% |
| 1Y | +13.3% | -53.6% | +66.9% | +17.9% |
| 3Y | +115.4% | -11.0% | +126.4% | +108.7% |
| All | +93.1% | -17.6% | +110.8% | +78.9% |
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