+15.0%
DUOL vs EXR
-1.4%
+16.5%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -1.2% | -1.5% | -2.2% |
| 7D | +5.1% | -2.6% | +7.7% | +6.3% |
| 30D | +14.1% | -7.2% | +21.3% | +18.1% |
| 3M | +41.5% | -3.5% | +45.0% | +43.9% |
| 6M | +60.6% | -5.3% | +65.9% | +63.6% |
| YTD | -12.0% | +9.4% | -21.3% | -17.2% |
| 1Y | -43.4% | +1.3% | -44.7% | -44.5% |
| 3Y | +3.7% | +22.4% | -18.7% | -11.9% |
| 5Y | -5.3% | -12.2% | +7.0% | -3.5% |
| All | +15.0% | -1.4% | +16.5% | +12.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling