+9.0%
DUOL vs XPO
+295.2%
-286.1%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-08.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | -1.6% | -3.7% | -4.7% |
| 7D | -7.8% | +2.7% | -10.5% | -8.6% |
| 30D | +11.8% | -6.2% | +18.0% | +13.6% |
| 3M | +24.1% | -15.4% | +39.5% | +29.5% |
| 6M | +43.6% | +0.7% | +42.9% | +40.2% |
| YTD | -16.6% | +39.8% | -56.4% | -28.9% |
| 1Y | -46.0% | +43.3% | -89.3% | -54.8% |
| 3Y | -6.5% | +166.0% | -172.5% | -42.6% |
| 5Y | -7.4% | +274.2% | -281.6% | -56.0% |
| All | +9.0% | +295.2% | -286.1% | -47.4% |
Cumulative growth
Daily Returns
Daily percentage return beside XPO.
Daily Out/Under-Performance
Portfolio return minus XPO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XPO 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 1990-01-01 to 2026-09-08: compounded portfolio wealth divided by compounded XPO 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…
1990-01-01 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling