+3.7%
DUOL vs EXR
-4.0%
+7.7%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -2.5% | -2.3% | -3.7% |
| 7D | -11.8% | -3.1% | -8.7% | -10.5% |
| 30D | +1.5% | -7.5% | +9.0% | +5.3% |
| 3M | +18.1% | -7.5% | +25.6% | +22.5% |
| 6M | +38.7% | -5.2% | +43.8% | +41.3% |
| YTD | -20.7% | +6.5% | -27.2% | -24.4% |
| 1Y | -49.1% | -2.0% | -47.1% | -49.3% |
| 3Y | -11.0% | +21.5% | -32.6% | -24.3% |
| 5Y | -18.0% | -11.5% | -6.5% | -16.3% |
| All | +3.7% | -4.0% | +7.7% | +2.4% |
Cumulative growth
Daily Returns
Daily percentage return beside EXR.
Daily Out/Under-Performance
Portfolio return minus EXR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXR 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 10y: compounded portfolio wealth divided by compounded EXR 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…
10y analysis · Full analysis span regression · 6 months rolling