+40.5%
XLC vs DUOL
+3.5%
+36.9%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DUOL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -5.2% | +4.8% | +0.2% |
| 7D | +0.6% | -7.8% | +8.4% | +1.6% |
| 30D | +0.2% | +11.8% | -11.6% | -1.3% |
| 3M | +0.6% | +24.1% | -23.5% | -2.5% |
| 6M | -4.5% | +43.6% | -48.1% | -9.6% |
| YTD | -4.7% | -16.6% | +11.9% | -3.9% |
| 1Y | -1.7% | -46.0% | +44.4% | +3.8% |
| 3Y | +72.3% | -6.5% | +78.7% | +60.3% |
| 5Y | +37.8% | -7.4% | +45.2% | +15.8% |
| All | +40.5% | +3.5% | +36.9% | +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 all: 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…
all analysis · Full analysis span regression · 6 months rolling