-65.6%
XE vs DUOL
+60.6%
-126.2%
-72.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DUOL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.5% | +26.0% | -34.5% | -5.6% |
| 7D | -12.9% | +19.3% | -32.2% | -10.3% |
| 30D | -30.3% | +9.6% | -39.9% | -28.3% |
| 3M | -45.9% | +17.1% | -63.0% | -43.8% |
| 6M | -66.2% | +46.3% | -112.5% | -61.5% |
| All | -65.6% | +60.6% | -126.2% | -58.9% |
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 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