+64.7%
XLC vs DUOL
-20.2%
+84.9%
-18.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DUOL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +5.0% | -4.0% | +0.6% |
| 7D | +3.7% | +3.0% | +0.7% | +3.4% |
| 30D | -1.9% | +18.3% | -20.2% | -3.9% |
| 3M | -3.1% | +14.7% | -17.8% | -5.0% |
| 6M | -6.4% | +57.5% | -63.8% | -11.2% |
| YTD | -6.8% | -5.8% | -1.0% | -7.6% |
| 1Y | -1.7% | -11.4% | +9.7% | -2.0% |
| 3Y | +64.7% | -22.5% | +87.2% | +60.7% |
| All | +64.7% | -20.2% | +84.9% | +60.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling