+20.3%
EXE vs DUOL
-12.4%
+32.7%
-28.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DUOL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -4.9% | +3.3% | -1.3% |
| 7D | -2.7% | -11.8% | +9.1% | -1.9% |
| 30D | -0.4% | +1.5% | -1.9% | -0.6% |
| 3M | +9.5% | +18.1% | -8.7% | +7.8% |
| 6M | -9.3% | +38.7% | -48.0% | -12.0% |
| YTD | -10.9% | -20.7% | +9.8% | -10.3% |
| 1Y | +4.3% | -49.1% | +53.4% | +8.0% |
| All | +20.3% | -12.4% | +32.7% | +21.1% |
Cumulative growth
Daily Returns
Daily percentage return beside DUOL.
Daily Out/Under-Performance
Portfolio return minus DUOL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DUOL 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 DUOL 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