+215.2%
XLE vs DUOL
-1.5%
+216.7%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DUOL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -4.9% | +5.7% | +1.1% |
| 7D | +0.3% | -11.8% | +12.1% | +1.0% |
| 30D | +8.5% | +1.5% | +7.0% | +8.3% |
| 3M | +14.6% | +18.1% | -3.5% | +13.2% |
| 6M | +17.6% | +38.7% | -21.1% | +14.7% |
| YTD | +48.1% | -20.7% | +68.8% | +49.2% |
| 1Y | +53.8% | -49.1% | +102.9% | +58.5% |
| 3Y | +56.2% | -11.0% | +67.2% | +52.8% |
| 5Y | +227.7% | -18.0% | +245.7% | +198.5% |
| All | +215.2% | -1.5% | +216.7% | +187.0% |
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 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