+130.0%
CVX vs DUOL
+11.7%
+118.3%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DUOL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +5.0% | -3.4% | +1.5% |
| 7D | +3.4% | +3.0% | +0.4% | +3.3% |
| 30D | -1.0% | +18.3% | -19.3% | -1.7% |
| 3M | +12.2% | +14.7% | -2.5% | +11.4% |
| 6M | +20.3% | +57.5% | -37.1% | +17.4% |
| YTD | +48.3% | -5.8% | +54.1% | +47.9% |
| 1Y | +46.9% | -11.4% | +58.3% | +46.9% |
| 3Y | +73.1% | -22.5% | +95.6% | +71.8% |
| All | +130.0% | +11.7% | +118.3% | +117.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling