+1.7%
OXY vs DUOL
-9.6%
+11.3%
-46.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DUOL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.0% | +1.5% | +0.5% |
| 7D | +2.8% | -7.0% | +9.8% | +3.1% |
| 30D | +5.5% | +6.7% | -1.3% | +5.1% |
| 3M | +11.3% | +16.0% | -4.7% | +10.3% |
| 6M | +11.6% | +45.4% | -33.8% | +9.2% |
| YTD | +51.6% | -18.1% | +69.7% | +52.7% |
| 1Y | +36.2% | -53.6% | +89.8% | +42.1% |
| 3Y | +1.7% | -11.0% | +12.7% | +2.9% |
| All | +1.7% | -9.6% | +11.3% | +2.9% |
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