-1.3%
DUOL vs EXR
+23.7%
-25.0%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -1.2% | -1.5% | -2.4% |
| 7D | +5.1% | -2.6% | +7.7% | +5.9% |
| 30D | +14.1% | -7.2% | +21.3% | +16.9% |
| 3M | +41.5% | -3.5% | +45.0% | +43.2% |
| 6M | +60.6% | -5.3% | +65.9% | +63.0% |
| YTD | -12.0% | +9.4% | -21.3% | -15.9% |
| 1Y | -43.4% | +1.3% | -44.7% | -44.1% |
| All | -1.3% | +23.7% | -25.0% | -5.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling