-7.4%
DUOL vs EXPD
+60.9%
-68.3%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | -1.5% | -3.7% | -4.5% |
| 7D | -7.8% | -0.9% | -6.9% | -7.4% |
| 30D | +11.8% | +4.1% | +7.8% | +9.7% |
| 3M | +24.1% | +13.8% | +10.3% | +16.2% |
| 6M | +43.6% | +27.3% | +16.4% | +26.4% |
| YTD | -16.6% | +25.4% | -42.0% | -27.5% |
| 1Y | -46.0% | +54.4% | -100.4% | -58.8% |
| 3Y | -6.5% | +67.9% | -74.3% | -33.9% |
| 5Y | -7.4% | +59.2% | -66.6% | -35.2% |
| All | -7.4% | +60.9% | -68.3% | -35.2% |
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