+43.1%
XHB vs DUOL
+3.5%
+39.6%
-39.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DUOL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -5.2% | +2.8% | -1.9% |
| 7D | +0.2% | -7.8% | +8.0% | +1.0% |
| 30D | -9.1% | +11.8% | -20.9% | -10.3% |
| 3M | -2.3% | +24.1% | -26.4% | -5.1% |
| 6M | -4.1% | +43.6% | -47.8% | -8.9% |
| YTD | -1.7% | -16.6% | +14.9% | -0.8% |
| 1Y | -15.1% | -46.0% | +30.9% | -10.6% |
| 3Y | +26.8% | -6.5% | +33.3% | +18.8% |
| 5Y | +37.3% | -7.4% | +44.8% | +16.6% |
| All | +43.1% | +3.5% | +39.6% | +21.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling