+161.9%
XLE vs DUOL
-5.7%
+167.6%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DUOL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +4.8% | -2.9% | +1.6% |
| 7D | -0.2% | +1.8% | -2.0% | -0.3% |
| 30D | -4.0% | +11.1% | -15.1% | -4.7% |
| 3M | +4.6% | +21.2% | -16.6% | +3.1% |
| 6M | +12.3% | +56.1% | -43.8% | +8.5% |
| YTD | +44.5% | -6.5% | +51.0% | +44.1% |
| 1Y | +42.4% | -15.8% | +58.2% | +42.9% |
| 3Y | +67.0% | -22.4% | +89.4% | +64.6% |
| 5Y | +161.9% | +8.3% | +153.6% | +137.8% |
| All | +161.9% | -5.7% | +167.6% | +137.8% |
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