+45.7%
XLP vs DUOL
+13.5%
+32.2%
-16.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DUOL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +2.2% | -3.4% | -1.3% |
| 7D | +0.7% | +21.9% | -21.2% | +0.1% |
| 30D | +10.3% | +5.7% | +4.5% | +9.9% |
| 3M | +6.5% | +30.9% | -24.3% | +5.7% |
| 6M | +8.4% | +52.8% | -44.4% | +7.1% |
| YTD | +18.2% | -8.6% | +26.8% | +18.0% |
| 1Y | +22.4% | -17.2% | +39.6% | +22.5% |
| 3Y | +41.9% | +2.0% | +39.9% | +39.3% |
| 5Y | +40.9% | +4.4% | +36.5% | +34.3% |
| All | +45.7% | +13.5% | +32.2% | +38.2% |
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