+41.9%
XLP vs DUOL
-0.2%
+42.1%
-9.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DUOL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +2.2% | -3.4% | -1.3% |
| 7D | +0.7% | +21.9% | -21.2% | +0.3% |
| 30D | +10.3% | +5.7% | +4.5% | +9.9% |
| 3M | +6.5% | +30.9% | -24.3% | +5.9% |
| 6M | +8.4% | +52.8% | -44.4% | +7.7% |
| YTD | +18.2% | -8.6% | +26.8% | +18.0% |
| 1Y | +22.4% | -17.2% | +39.6% | +22.4% |
| 3Y | +41.9% | +2.0% | +39.9% | +43.6% |
| All | +41.9% | -0.2% | +42.1% | +43.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling