-22.8%
LYB vs DUOL
-9.6%
-13.1%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DUOL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.0% | +0.1% | -0.9% |
| 7D | +0.3% | -7.0% | +7.2% | +0.7% |
| 30D | +2.5% | +6.7% | -4.3% | +1.9% |
| 3M | +1.4% | +16.0% | -14.6% | 0.0% |
| 6M | -3.5% | +45.4% | -48.9% | -6.7% |
| YTD | +52.0% | -18.1% | +70.1% | +53.9% |
| 1Y | +22.1% | -53.6% | +75.6% | +29.9% |
| 3Y | -22.8% | -11.0% | -11.8% | -25.3% |
| All | -22.8% | -9.6% | -13.1% | -25.3% |
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