+29.5%
XLB vs DUOL
-38.2%
+67.8%
-12.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DUOL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +26.0% | -23.5% | +2.4% |
| 7D | +3.9% | +19.3% | -15.3% | +3.8% |
| 30D | +8.9% | +9.6% | -0.7% | +8.6% |
| 3M | +4.1% | +17.1% | -12.9% | +4.0% |
| 6M | +7.3% | +46.3% | -39.0% | +7.9% |
| YTD | +20.4% | -8.1% | +28.5% | +23.3% |
| 1Y | +29.5% | -38.5% | +68.0% | +35.4% |
| All | +29.5% | -38.2% | +67.8% | +35.4% |
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