+8.1%
DUOL vs EXEL
+244.9%
-236.8%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -1.5% | +5.8% | +4.6% |
| 7D | -8.6% | -2.9% | -5.7% | -7.9% |
| 30D | +7.2% | +11.9% | -4.7% | +4.2% |
| 3M | +19.1% | +9.2% | +9.8% | +16.5% |
| 6M | +52.5% | +39.1% | +13.4% | +39.0% |
| YTD | -17.3% | +31.0% | -48.3% | -23.7% |
| 1Y | -49.2% | +52.3% | -101.6% | -55.5% |
| 3Y | -7.3% | +159.7% | -167.0% | -37.3% |
| 5Y | -16.3% | +187.7% | -204.0% | -48.2% |
| All | +8.1% | +244.9% | -236.8% | -35.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling