+104.9%
EXE vs DUOL
-19.0%
+123.9%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DUOL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -4.9% | +3.3% | -1.2% |
| 7D | -2.7% | -11.8% | +9.1% | -1.7% |
| 30D | -0.4% | +1.5% | -1.9% | -0.6% |
| 3M | +9.5% | +18.1% | -8.7% | +7.4% |
| 6M | -9.3% | +38.7% | -48.0% | -12.5% |
| YTD | -10.9% | -20.7% | +9.8% | -10.1% |
| 1Y | +4.3% | -49.1% | +53.4% | +8.7% |
| 3Y | +18.8% | -11.0% | +29.8% | +14.7% |
| All | +104.9% | -19.0% | +123.9% | +79.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling