+83.1%
XLI vs DUOL
+3.5%
+79.5%
-21.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DUOL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -5.2% | +4.7% | -0.1% |
| 7D | +1.0% | -7.8% | +8.8% | +1.5% |
| 30D | -5.8% | +11.8% | -17.6% | -6.7% |
| 3M | +0.7% | +24.1% | -23.4% | -1.3% |
| 6M | +3.2% | +43.6% | -40.5% | -0.3% |
| YTD | +13.0% | -16.6% | +29.6% | +13.8% |
| 1Y | +16.8% | -46.0% | +62.8% | +21.1% |
| 3Y | +72.4% | -6.5% | +78.9% | +67.6% |
| 5Y | +82.8% | -7.4% | +90.2% | +67.2% |
| All | +83.1% | +3.5% | +79.5% | +67.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling