+15.0%
DUOL vs EXPD
+58.3%
-43.2%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +0.9% | -3.6% | -3.2% |
| 7D | +5.1% | -1.1% | +6.2% | +5.6% |
| 30D | +14.1% | +4.1% | +10.1% | +12.0% |
| 3M | +41.5% | +17.9% | +23.6% | +30.4% |
| 6M | +60.6% | +29.2% | +31.4% | +40.5% |
| YTD | -12.0% | +27.4% | -39.3% | -23.9% |
| 1Y | -43.4% | +56.8% | -100.2% | -56.9% |
| 3Y | +3.7% | +68.0% | -64.3% | -26.3% |
| 5Y | -5.3% | +61.9% | -67.1% | -35.6% |
| All | +15.0% | +58.3% | -43.2% | -22.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling