+37.6%
XLC vs DUOL
-11.2%
+48.7%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DUOL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -4.9% | +4.3% | 0.0% |
| 7D | -1.4% | -11.8% | +10.4% | +0.1% |
| 30D | -0.9% | +1.5% | -2.4% | -1.3% |
| 3M | -0.3% | +18.1% | -18.5% | -3.0% |
| 6M | -5.2% | +38.7% | -43.8% | -9.9% |
| YTD | -5.3% | -20.7% | +15.4% | -3.8% |
| 1Y | -2.8% | -49.1% | +46.3% | +3.4% |
| 3Y | +71.2% | -11.0% | +82.2% | +59.7% |
| 5Y | +37.6% | -18.0% | +55.6% | +15.0% |
| All | +37.6% | -11.2% | +48.7% | +15.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling