-38.5%
DUOL vs EXPD
+53.8%
-92.2%
-65.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +26.0% | -3.2% | +29.2% | +25.8% |
| 7D | +19.3% | +0.3% | +19.0% | +18.9% |
| 30D | +9.6% | +1.8% | +7.8% | +9.3% |
| 3M | +17.1% | +8.9% | +8.1% | +16.5% |
| 6M | +46.3% | +42.2% | +4.1% | +45.7% |
| YTD | -8.1% | +33.4% | -41.5% | -15.1% |
| 1Y | -38.5% | +47.2% | -85.6% | -52.0% |
| All | -38.5% | +53.8% | -92.2% | -52.0% |
Cumulative growth
Daily Returns
Daily percentage return beside EXPD.
Daily Out/Under-Performance
Portfolio return minus EXPD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXPD 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 EXPD 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