+225.7%
XLE vs DUOL
-10.4%
+236.1%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DUOL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -5.2% | +6.3% | +1.4% |
| 7D | 0.0% | -7.8% | +7.8% | +0.4% |
| 30D | +12.6% | +11.8% | +0.8% | +11.8% |
| 3M | +11.8% | +24.1% | -12.3% | +10.1% |
| 6M | +16.1% | +43.6% | -27.6% | +13.0% |
| YTD | +46.9% | -16.6% | +63.5% | +47.5% |
| 1Y | +53.3% | -46.0% | +99.3% | +57.5% |
| 3Y | +54.9% | -6.5% | +61.4% | +51.0% |
| 5Y | +225.7% | -7.4% | +233.1% | +197.4% |
| All | +225.7% | -10.4% | +236.1% | +197.4% |
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