+3.3%
DUOL vs EXPD
+55.6%
-52.3%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -2.3% | +4.4% | +3.1% |
| 7D | +21.9% | -7.2% | +29.1% | +25.3% |
| 30D | +5.7% | -3.3% | +9.0% | +6.7% |
| 3M | +30.9% | +3.4% | +27.5% | +27.7% |
| 6M | +52.8% | +22.7% | +30.1% | +36.9% |
| YTD | -8.6% | +24.5% | -33.1% | -20.9% |
| 1Y | -17.2% | +38.6% | -55.8% | -33.0% |
| 3Y | +2.0% | +71.5% | -69.5% | -30.0% |
| All | +3.3% | +55.6% | -52.3% | -31.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling