+35.9%
XLP vs DUOL
+9.2%
+26.6%
-16.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DUOL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.7% | +1.9% | -0.7% |
| 7D | -1.0% | +5.1% | -6.1% | -1.1% |
| 30D | -0.9% | +14.1% | -15.0% | -1.2% |
| 3M | +3.8% | +41.5% | -37.7% | +3.0% |
| 6M | -1.7% | +60.6% | -62.3% | -2.9% |
| YTD | +10.3% | -12.0% | +22.2% | +10.4% |
| 1Y | +7.8% | -43.4% | +51.2% | +8.9% |
| 3Y | +27.2% | +3.7% | +23.5% | +24.9% |
| 5Y | +32.5% | -5.3% | +37.8% | +27.0% |
| All | +35.9% | +9.2% | +26.6% | +29.3% |
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