-13.7%
DUOL vs EXEL
+164.8%
-178.5%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | +1.1% | -6.0% | -5.0% |
| 7D | -11.8% | -0.3% | -11.4% | -11.7% |
| 30D | +1.5% | +10.1% | -8.6% | +0.5% |
| 3M | +18.1% | +10.1% | +8.1% | +17.2% |
| 6M | +38.7% | +37.7% | +1.0% | +34.1% |
| YTD | -20.7% | +33.1% | -53.7% | -23.1% |
| 1Y | -49.1% | +52.4% | -101.5% | -51.7% |
| All | -13.7% | +164.8% | -178.5% | -22.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling