+3.7%
DUOL vs VSXY
+82.5%
-78.7%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -3.5% | -1.4% | -4.4% |
| 7D | -11.8% | -10.7% | -1.1% | -10.5% |
| 30D | +1.5% | -24.3% | +25.8% | +5.4% |
| 3M | +18.1% | +1.0% | +17.1% | +17.2% |
| 6M | +38.7% | +57.4% | -18.7% | +24.3% |
| YTD | -20.7% | +39.8% | -60.4% | -27.6% |
| 1Y | -49.1% | +196.5% | -245.6% | -60.0% |
| 3Y | -11.0% | +357.2% | -368.3% | -40.9% |
| 5Y | -18.0% | +18.9% | -36.9% | -33.1% |
| All | +3.7% | +82.5% | -78.7% | -19.0% |
Cumulative growth
Daily Returns
Daily percentage return beside VSXY.
Daily Out/Under-Performance
Portfolio return minus VSXY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VSXY 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 VSXY 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