+40.0%
XLB vs DUOL
+16.9%
+23.1%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DUOL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +5.0% | -5.2% | -0.5% |
| 7D | +0.5% | +3.0% | -2.5% | +0.3% |
| 30D | +5.2% | +18.3% | -13.2% | +3.7% |
| 3M | +0.3% | +14.7% | -14.4% | -1.1% |
| 6M | +1.2% | +57.5% | -56.3% | -2.8% |
| YTD | +16.6% | -5.8% | +22.5% | +16.1% |
| 1Y | +21.4% | -11.4% | +32.8% | +21.3% |
| 3Y | +43.2% | -22.5% | +65.7% | +40.8% |
| 5Y | +28.0% | +6.6% | +21.4% | +14.7% |
| All | +40.0% | +16.9% | +23.1% | +26.0% |
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 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