+360.5%
SOXX vs DUOL
-38.2%
+398.7%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DUOL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +26.0% | -29.1% | -3.9% |
| 7D | +158.9% | +19.3% | +139.6% | +157.0% |
| 30D | +129.2% | +9.6% | +119.6% | +126.1% |
| 3M | +149.7% | +17.1% | +132.6% | +148.4% |
| 6M | +193.4% | +46.3% | +147.1% | +192.0% |
| YTD | +351.0% | -8.1% | +359.2% | +371.7% |
| 1Y | +360.5% | -38.5% | +399.0% | +403.8% |
| All | +360.5% | -38.2% | +398.7% | +403.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling