+92.4%
FOXA vs DUOL
+3.5%
+88.9%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DUOL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -5.2% | +4.9% | +0.1% |
| 7D | -0.6% | -7.8% | +7.2% | -0.1% |
| 30D | +2.3% | +11.8% | -9.5% | +1.4% |
| 3M | -2.8% | +24.1% | -27.0% | -4.7% |
| 6M | +9.6% | +43.6% | -34.0% | +6.2% |
| YTD | -9.9% | -16.6% | +6.7% | -9.6% |
| 1Y | +5.4% | -46.0% | +51.4% | +8.4% |
| 3Y | +115.3% | -6.5% | +121.7% | +107.9% |
| 5Y | +93.1% | -7.4% | +100.5% | +76.5% |
| All | +92.4% | +3.5% | +88.9% | +74.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling