+616.1%
VLO vs DUOL
-19.0%
+635.1%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DUOL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -4.9% | +6.5% | +1.9% |
| 7D | +6.2% | -11.8% | +18.0% | +7.1% |
| 30D | +23.5% | +1.5% | +22.0% | +23.2% |
| 3M | +53.9% | +18.1% | +35.7% | +51.4% |
| 6M | +81.7% | +38.7% | +43.0% | +76.2% |
| YTD | +142.5% | -20.7% | +163.1% | +144.5% |
| 1Y | +145.4% | -49.1% | +194.5% | +154.2% |
| 3Y | +197.3% | -11.0% | +208.4% | +187.8% |
| All | +616.1% | -19.0% | +635.1% | +543.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling