-5.8%
XLC vs DUOL
-38.2%
+32.4%
-16.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DUOL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +26.0% | -22.5% | +1.3% |
| 7D | +1.8% | +19.3% | -17.5% | 0.0% |
| 30D | -6.0% | +9.6% | -15.6% | -7.0% |
| 3M | -6.0% | +17.1% | -23.1% | -7.6% |
| 6M | -9.1% | +46.3% | -55.4% | -11.8% |
| YTD | -10.0% | -8.1% | -1.9% | -10.9% |
| 1Y | -5.8% | -38.5% | +32.6% | -5.3% |
| All | -5.8% | -38.2% | +32.4% | -5.3% |
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