-11.0%
DUOL vs XPO
+151.0%
-161.9%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.1% | -0.9% | -1.0% |
| 7D | -7.0% | -5.7% | -1.3% | -5.7% |
| 30D | +6.7% | -12.8% | +19.5% | +10.0% |
| 3M | +16.0% | -20.0% | +36.0% | +21.7% |
| 6M | +45.4% | -6.0% | +51.5% | +45.0% |
| YTD | -18.1% | +34.0% | -52.2% | -27.9% |
| 1Y | -53.6% | +35.6% | -89.1% | -59.5% |
| 3Y | -11.0% | +152.3% | -163.3% | -37.9% |
| All | -11.0% | +151.0% | -161.9% | -37.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling