+204.9%
SOXL vs DUOL
+1.6%
+203.3%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DUOL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | -1.0% | +6.3% | +5.7% |
| 7D | +3.9% | -7.0% | +10.9% | +6.9% |
| 30D | -14.3% | +6.7% | -21.0% | -19.4% |
| 3M | -45.6% | +16.0% | -61.6% | -54.6% |
| 6M | +117.2% | +45.4% | +71.8% | +51.9% |
| YTD | +189.8% | -18.1% | +208.0% | +176.6% |
| 1Y | +317.7% | -53.6% | +371.3% | +445.5% |
| 3Y | +478.6% | -11.0% | +489.6% | +383.2% |
| 5Y | +169.5% | -17.1% | +186.6% | +68.5% |
| All | +204.9% | +1.6% | +203.3% | +87.8% |
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