+263.7%
SOXX vs DUOL
+2.7%
+261.0%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DUOL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +4.3% | -7.0% | -3.4% |
| 7D | +3.0% | -8.6% | +11.6% | +4.4% |
| 30D | -3.1% | +7.2% | -10.3% | -4.7% |
| 3M | -4.4% | +19.1% | -23.5% | -8.9% |
| 6M | +52.9% | +52.5% | +0.4% | +37.4% |
| YTD | +72.0% | -17.3% | +89.3% | +73.5% |
| 1Y | +105.1% | -49.2% | +154.3% | +125.4% |
| 3Y | +220.6% | -7.3% | +227.9% | +194.8% |
| 5Y | +244.8% | -16.3% | +261.1% | +176.8% |
| All | +263.7% | +2.7% | +261.0% | +190.9% |
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