+192.5%
SHEL vs DUOL
-15.6%
+208.1%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DUOL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +4.3% | -3.9% | +0.2% |
| 7D | +3.9% | -8.6% | +12.5% | +4.3% |
| 30D | +7.0% | +7.2% | -0.2% | +6.6% |
| 3M | +12.5% | +19.1% | -6.6% | +11.5% |
| 6M | +14.8% | +52.5% | -37.7% | +12.4% |
| YTD | +34.2% | -17.3% | +51.5% | +34.7% |
| 1Y | +37.0% | -49.2% | +86.2% | +40.3% |
| 3Y | +70.9% | -7.3% | +78.1% | +68.2% |
| 5Y | +192.5% | -16.3% | +208.8% | +171.5% |
| All | +192.5% | -15.6% | +208.1% | +171.5% |
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