+64.8%
CSX vs DUOL
+3.5%
+61.3%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DUOL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -5.2% | +4.4% | -0.5% |
| 7D | +0.6% | -7.8% | +8.4% | +1.1% |
| 30D | -2.3% | +11.8% | -14.1% | -3.0% |
| 3M | +4.3% | +24.1% | -19.8% | +2.6% |
| 6M | +23.4% | +43.6% | -20.3% | +20.0% |
| YTD | +36.4% | -16.6% | +53.0% | +37.2% |
| 1Y | +53.0% | -46.0% | +99.1% | +57.8% |
| 3Y | +70.6% | -6.5% | +77.1% | +66.1% |
| 5Y | +65.5% | -7.4% | +72.9% | +50.2% |
| All | +64.8% | +3.5% | +61.3% | +51.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling