+54.7%
XLE vs DUOL
+2.2%
+52.5%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DUOL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.7% | +1.9% | -0.7% |
| 7D | +2.2% | +5.1% | -2.9% | +2.0% |
| 30D | +11.8% | +14.1% | -2.4% | +11.0% |
| 3M | +9.8% | +41.5% | -31.7% | +7.8% |
| 6M | +15.6% | +60.6% | -45.0% | +12.6% |
| YTD | +45.3% | -12.0% | +57.2% | +45.8% |
| 1Y | +48.3% | -43.4% | +91.7% | +52.0% |
| All | +54.7% | +2.2% | +52.5% | +56.6% |
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