+40.4%
XLC vs DUOL
+2.7%
+37.8%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DUOL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +4.3% | -3.6% | +0.1% |
| 7D | -1.7% | -8.6% | +6.9% | -0.6% |
| 30D | +0.2% | +7.2% | -7.0% | -0.8% |
| 3M | +0.7% | +19.1% | -18.4% | -2.0% |
| 6M | -4.5% | +52.5% | -57.0% | -10.2% |
| YTD | -4.7% | -17.3% | +12.6% | -3.8% |
| 1Y | -1.5% | -49.2% | +47.7% | +4.8% |
| 3Y | +72.2% | -7.3% | +79.5% | +60.4% |
| 5Y | +39.3% | -16.3% | +55.6% | +17.3% |
| All | +40.4% | +2.7% | +37.8% | +17.3% |
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 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