-38.5%
DUOL vs EXEL
+92.4%
-130.9%
-65.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +26.0% | +0.6% | +25.4% | +26.0% |
| 7D | +19.3% | +9.8% | +9.5% | +19.2% |
| 30D | +9.6% | +23.6% | -14.0% | +9.2% |
| 3M | +17.1% | +29.9% | -12.8% | +16.3% |
| 6M | +46.3% | +64.7% | -18.4% | +49.6% |
| YTD | -8.1% | +66.0% | -74.1% | -6.6% |
| 1Y | -38.5% | +92.0% | -130.4% | -39.6% |
| All | -38.5% | +92.4% | -130.9% | -39.6% |
Cumulative growth
Daily Returns
Daily percentage return beside EXEL.
Daily Out/Under-Performance
Portfolio return minus EXEL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXEL 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 1y: compounded portfolio wealth divided by compounded EXEL 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…
1y analysis · Full analysis span regression · 6 months rolling