+193.7%
SHEL vs DUOL
+3.5%
+190.1%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DUOL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -5.2% | +7.8% | +2.7% |
| 7D | +1.9% | -7.8% | +9.7% | +2.2% |
| 30D | +8.7% | +11.8% | -3.2% | +8.1% |
| 3M | +11.0% | +24.1% | -13.1% | +9.8% |
| 6M | +14.6% | +43.6% | -29.1% | +12.5% |
| YTD | +33.3% | -16.6% | +49.9% | +33.8% |
| 1Y | +37.9% | -46.0% | +83.9% | +40.7% |
| 3Y | +69.7% | -6.5% | +76.2% | +67.2% |
| 5Y | +190.2% | -7.4% | +197.6% | +170.4% |
| All | +193.7% | +3.5% | +190.1% | +174.2% |
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