+15.0%
DUOL vs XPO
+301.5%
-286.4%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +4.5% | -7.2% | -4.1% |
| 7D | +5.1% | +2.4% | +2.7% | +4.1% |
| 30D | +14.1% | -3.5% | +17.7% | +15.0% |
| 3M | +41.5% | -11.9% | +53.4% | +45.7% |
| 6M | +60.6% | -10.0% | +70.6% | +62.5% |
| YTD | -12.0% | +42.1% | -54.1% | -25.4% |
| 1Y | -43.4% | +47.6% | -91.0% | -53.0% |
| 3Y | +3.7% | +153.6% | -149.9% | -35.1% |
| 5Y | -5.3% | +266.5% | -271.8% | -55.1% |
| All | +15.0% | +301.5% | -286.4% | -44.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling