-9.5%
DUOL vs EXEL
+180.6%
-190.1%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.3% | +1.3% | -0.4% |
| 7D | -7.0% | -4.9% | -2.1% | -5.8% |
| 30D | +6.7% | +11.4% | -4.7% | +3.8% |
| 3M | +16.0% | +4.9% | +11.1% | +14.6% |
| 6M | +45.4% | +34.4% | +11.0% | +33.5% |
| YTD | -18.1% | +28.0% | -46.2% | -24.1% |
| 1Y | -53.6% | +43.6% | -97.2% | -58.8% |
| 3Y | -11.0% | +155.2% | -166.2% | -40.4% |
| All | -9.5% | +180.6% | -190.1% | -48.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling