+578.2%
VLO vs DUOL
+2.7%
+575.5%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DUOL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +4.3% | -5.2% | -1.2% |
| 7D | +4.0% | -8.6% | +12.6% | +4.6% |
| 30D | +19.0% | +7.2% | +11.8% | +18.3% |
| 3M | +50.0% | +19.1% | +30.9% | +47.6% |
| 6M | +79.1% | +52.5% | +26.6% | +72.8% |
| YTD | +140.3% | -17.3% | +157.6% | +141.5% |
| 1Y | +148.3% | -49.2% | +197.6% | +157.1% |
| 3Y | +194.6% | -7.3% | +201.9% | +185.1% |
| 5Y | +609.6% | -16.3% | +625.9% | +534.0% |
| All | +578.2% | +2.7% | +575.5% | +515.6% |
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 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