+20.7%
XLK vs DUOL
-38.2%
+58.9%
-15.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DUOL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +26.0% | -26.0% | -0.4% |
| 7D | -7.6% | +19.3% | -26.9% | -7.8% |
| 30D | -12.2% | +9.6% | -21.8% | -12.2% |
| 3M | -5.5% | +17.1% | -22.5% | -5.8% |
| 6M | +9.2% | +46.3% | -37.1% | +6.6% |
| YTD | +23.0% | -8.1% | +31.1% | +24.2% |
| 1Y | +20.7% | -38.5% | +59.2% | +25.5% |
| All | +20.7% | -38.2% | +58.9% | +25.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling