-49.2%
DUOL vs EXEL
+50.0%
-99.3%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -1.5% | +5.8% | +4.4% |
| 7D | -8.6% | -2.9% | -5.7% | -8.4% |
| 30D | +7.2% | +11.9% | -4.7% | +6.5% |
| 3M | +19.1% | +9.2% | +9.8% | +19.1% |
| 6M | +52.5% | +39.1% | +13.4% | +50.5% |
| YTD | -17.3% | +31.0% | -48.3% | -17.9% |
| 1Y | -49.2% | +52.3% | -101.6% | -50.4% |
| All | -49.2% | +50.0% | -99.3% | -50.4% |
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