+155.3%
XLK vs DUOL
-1.5%
+156.9%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DUOL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -4.9% | +4.9% | +0.7% |
| 7D | +2.3% | -11.8% | +14.1% | +4.1% |
| 30D | +0.8% | +1.5% | -0.7% | +0.3% |
| 3M | +4.1% | +18.1% | -14.1% | +0.5% |
| 6M | +34.8% | +38.7% | -3.9% | +26.1% |
| YTD | +30.8% | -20.7% | +51.5% | +32.8% |
| 1Y | +42.4% | -49.1% | +91.4% | +53.0% |
| 3Y | +121.8% | -11.0% | +132.8% | +109.9% |
| 5Y | +146.6% | -18.0% | +164.6% | +109.9% |
| All | +155.3% | -1.5% | +156.9% | +116.1% |
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