+39.8%
XHB vs DUOL
+1.6%
+38.2%
-39.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DUOL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -1.0% | +2.6% | +1.7% |
| 7D | -4.6% | -7.0% | +2.3% | -3.9% |
| 30D | -9.1% | +6.7% | -15.8% | -9.9% |
| 3M | -8.6% | +16.0% | -24.6% | -10.5% |
| 6M | -4.0% | +45.4% | -49.4% | -8.9% |
| YTD | -3.9% | -18.1% | +14.2% | -2.9% |
| 1Y | -16.5% | -53.6% | +37.1% | -10.4% |
| 3Y | +22.6% | -11.0% | +33.5% | +15.5% |
| 5Y | +33.9% | -17.1% | +51.1% | +14.2% |
| All | +39.8% | +1.6% | +38.2% | +18.5% |
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 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