-48.9%
XE vs DUOL
+43.1%
-92.0%
-61.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DUOL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.7% | -1.0% | -4.7% | -5.9% |
| 7D | -15.7% | -7.0% | -8.7% | -16.4% |
| 30D | -26.6% | +6.7% | -33.4% | -25.6% |
| 3M | -20.3% | +16.0% | -36.3% | -17.9% |
| All | -48.9% | +43.1% | -92.0% | -40.7% |
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 · Available span rolling