+119.8%
DUOL vs BOXX
+18.5%
+101.3%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BOXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | 0.0% | -1.1% | -1.2% |
| 7D | -7.0% | +0.1% | -7.0% | -7.2% |
| 30D | +6.7% | +0.3% | +6.4% | +5.3% |
| 3M | +16.0% | +1.0% | +15.0% | +11.1% |
| 6M | +45.4% | +1.9% | +43.5% | +34.7% |
| YTD | -18.1% | +2.7% | -20.8% | -25.3% |
| 1Y | -53.6% | +4.0% | -57.6% | -57.6% |
| 3Y | -11.0% | +14.7% | -25.6% | +41.7% |
| All | +119.8% | +18.5% | +101.3% | +293.8% |
Cumulative growth
Daily Returns
Daily percentage return beside BOXX.
Daily Out/Under-Performance
Portfolio return minus BOXX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BOXX 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 BOXX 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