+215.0%
SOXL vs DUOL
-1.5%
+216.6%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DUOL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -4.9% | +7.0% | +4.5% |
| 7D | +18.4% | -11.8% | +30.1% | +25.2% |
| 30D | -3.2% | +1.5% | -4.7% | -6.5% |
| 3M | -37.6% | +18.1% | -55.7% | -48.5% |
| 6M | +136.1% | +38.7% | +97.4% | +69.4% |
| YTD | +199.5% | -20.7% | +220.1% | +191.0% |
| 1Y | +363.2% | -49.1% | +412.3% | +468.4% |
| 3Y | +496.5% | -11.0% | +507.5% | +397.8% |
| 5Y | +184.8% | -18.0% | +202.8% | +80.9% |
| All | +215.0% | -1.5% | +216.6% | +97.6% |
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 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