+80.9%
XLI vs DUOL
+1.6%
+79.3%
-21.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DUOL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.0% | +2.1% | +1.1% |
| 7D | -1.7% | -7.0% | +5.3% | -1.2% |
| 30D | -7.3% | +6.7% | -14.0% | -7.8% |
| 3M | -1.3% | +16.0% | -17.4% | -2.8% |
| 6M | +2.2% | +45.4% | -43.2% | -1.4% |
| YTD | +11.7% | -18.1% | +29.8% | +12.5% |
| 1Y | +14.3% | -53.6% | +67.8% | +20.0% |
| 3Y | +70.3% | -11.0% | +81.3% | +66.2% |
| 5Y | +82.3% | -17.1% | +99.4% | +66.8% |
| All | +80.9% | +1.6% | +79.3% | +65.8% |
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 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