+125.1%
EXE vs DUOL
+3.5%
+121.6%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DUOL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -5.2% | +5.5% | +0.7% |
| 7D | -1.8% | -7.8% | +6.0% | -1.2% |
| 30D | +6.4% | +11.8% | -5.4% | +5.3% |
| 3M | +9.2% | +24.1% | -14.9% | +6.8% |
| 6M | -7.0% | +43.6% | -50.6% | -10.4% |
| YTD | -9.5% | -16.6% | +7.1% | -9.0% |
| 1Y | +6.2% | -46.0% | +52.3% | +10.0% |
| 3Y | +20.7% | -6.5% | +27.2% | +16.4% |
| 5Y | +103.6% | -7.4% | +111.1% | +78.8% |
| All | +125.1% | +3.5% | +121.6% | +98.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling