+79.5%
CSX vs DUOL
-24.0%
+103.4%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DUOL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -4.1% | +5.0% | +1.2% |
| 7D | +3.1% | +0.3% | +2.8% | +3.0% |
| 30D | +9.7% | +12.4% | -2.6% | +8.9% |
| 3M | +4.9% | +16.9% | -12.0% | +3.7% |
| 6M | +18.4% | +48.5% | -30.1% | +15.1% |
| YTD | +45.9% | -10.3% | +56.2% | +46.5% |
| 1Y | +50.0% | -15.6% | +65.6% | +51.2% |
| All | +79.5% | -24.0% | +103.4% | +79.5% |
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