+226.8%
SOXX vs DUOL
-9.6%
+236.4%
-41.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DUOL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -1.0% | +2.9% | +2.0% |
| 7D | +1.4% | -7.0% | +8.4% | +2.3% |
| 30D | -3.6% | +6.7% | -10.3% | -4.8% |
| 3M | -10.2% | +16.0% | -26.2% | -13.5% |
| 6M | +54.2% | +45.4% | +8.8% | +40.8% |
| YTD | +75.2% | -18.1% | +93.3% | +79.1% |
| 1Y | +107.5% | -53.6% | +161.1% | +137.0% |
| 3Y | +226.8% | -11.0% | +237.7% | +202.1% |
| All | +226.8% | -9.6% | +236.4% | +202.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling