+24.3%
XLP vs DUOL
-38.2%
+62.5%
-9.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DUOL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +26.0% | -22.6% | +2.5% |
| 7D | +5.9% | +19.3% | -13.4% | +5.1% |
| 30D | +13.5% | +9.6% | +3.8% | +12.7% |
| 3M | +8.4% | +17.1% | -8.7% | +7.6% |
| 6M | +11.5% | +46.3% | -34.8% | +11.0% |
| YTD | +20.6% | -8.1% | +28.7% | +20.9% |
| 1Y | +24.3% | -38.5% | +62.8% | +26.7% |
| All | +24.3% | -38.2% | +62.5% | +26.7% |
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