+31.8%
XHB vs DUOL
-15.6%
+47.4%
-39.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DUOL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +4.3% | -6.6% | -2.8% |
| 7D | -5.2% | -8.6% | +3.4% | -4.4% |
| 30D | -12.1% | +7.2% | -19.3% | -13.0% |
| 3M | -6.2% | +19.1% | -25.3% | -8.5% |
| 6M | -6.7% | +52.5% | -59.2% | -12.1% |
| YTD | -5.5% | -17.3% | +11.8% | -4.5% |
| 1Y | -15.6% | -49.2% | +33.6% | -10.4% |
| 3Y | +22.0% | -7.3% | +29.2% | +14.0% |
| 5Y | +31.8% | -16.3% | +48.1% | +11.2% |
| All | +31.8% | -15.6% | +47.4% | +11.2% |
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