+169.1%
CVX vs DUOL
+16.9%
+152.2%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -1.6% |
| 3M | +12.2% | +14.7% | -2.5% | +11.5% |
| 6M | +20.3% | +57.5% | -37.1% | +17.8% |
| YTD | +48.3% | -5.8% | +54.1% | +48.0% |
| 1Y | +46.9% | -11.4% | +58.3% | +46.8% |
| 3Y | +73.1% | -22.5% | +95.6% | +72.3% |
| 5Y | +135.2% | +6.6% | +128.6% | +120.8% |
| All | +169.1% | +16.9% | +152.2% | +149.6% |
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