+198.1%
SHEL vs DUOL
+1.6%
+196.5%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DUOL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.0% | +1.9% | +0.9% |
| 7D | +4.1% | -7.0% | +11.1% | +4.4% |
| 30D | +8.4% | +6.7% | +1.7% | +8.0% |
| 3M | +13.7% | +16.0% | -2.3% | +12.8% |
| 6M | +12.7% | +45.4% | -32.7% | +10.7% |
| YTD | +35.3% | -18.1% | +53.4% | +35.9% |
| 1Y | +39.4% | -53.6% | +92.9% | +43.2% |
| 3Y | +71.5% | -11.0% | +82.4% | +69.2% |
| 5Y | +195.0% | -17.1% | +212.1% | +175.3% |
| All | +198.1% | +1.6% | +196.5% | +178.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling