+155.1%
XLK vs DUOL
+1.6%
+153.4%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DUOL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.0% | +2.3% | +1.5% |
| 7D | +0.2% | -7.0% | +7.2% | +1.2% |
| 30D | -0.6% | +6.7% | -7.4% | -1.9% |
| 3M | +2.6% | +16.0% | -13.5% | -0.7% |
| 6M | +34.0% | +45.4% | -11.4% | +24.6% |
| YTD | +30.7% | -18.1% | +48.8% | +32.1% |
| 1Y | +39.2% | -53.6% | +92.8% | +52.1% |
| 3Y | +120.4% | -11.0% | +131.4% | +108.6% |
| 5Y | +148.8% | -17.1% | +165.9% | +110.8% |
| All | +155.1% | +1.6% | +153.4% | +114.8% |
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