+53.2%
CSX vs DUOL
-43.9%
+97.1%
-11.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DUOL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -2.7% | +3.6% | +0.8% |
| 7D | -3.4% | +5.1% | -8.5% | -3.3% |
| 30D | -3.1% | +14.1% | -17.2% | -2.9% |
| 3M | +7.2% | +41.5% | -34.3% | +7.3% |
| 6M | +16.2% | +60.6% | -44.4% | +16.0% |
| YTD | +37.5% | -12.0% | +49.5% | +40.6% |
| 1Y | +53.2% | -43.4% | +96.6% | +59.3% |
| All | +53.2% | -43.9% | +97.1% | +59.3% |
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 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