+35.0%
XLP vs DUOL
+3.5%
+31.4%
-16.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DUOL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -5.2% | +4.6% | -0.5% |
| 7D | -1.4% | -7.8% | +6.4% | -1.3% |
| 30D | -1.3% | +11.8% | -13.1% | -1.6% |
| 3M | +1.8% | +24.1% | -22.3% | +1.3% |
| 6M | -0.8% | +43.6% | -44.4% | -1.7% |
| YTD | +9.5% | -16.6% | +26.1% | +9.8% |
| 1Y | +7.2% | -46.0% | +53.2% | +8.4% |
| 3Y | +27.1% | -6.5% | +33.6% | +25.1% |
| 5Y | +32.0% | -7.4% | +39.5% | +26.6% |
| All | +35.0% | +3.5% | +31.4% | +28.6% |
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 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