+69.8%
CSX vs DUOL
+9.1%
+60.7%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DUOL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -3.8% | +6.6% | +3.0% |
| 7D | -2.2% | +14.0% | -16.2% | -3.1% |
| 30D | +6.8% | +2.9% | +3.9% | +6.4% |
| 3M | +0.7% | +17.8% | -17.1% | -0.6% |
| 6M | +13.3% | +42.8% | -29.6% | +10.1% |
| YTD | +40.5% | -12.1% | +52.6% | +40.5% |
| 1Y | +44.7% | -23.3% | +68.0% | +45.9% |
| 3Y | +74.5% | -24.0% | +98.5% | +72.4% |
| 5Y | +52.0% | +5.1% | +46.9% | +36.7% |
| All | +69.8% | +9.1% | +60.7% | +54.8% |
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