+46.3%
XLU vs DUOL
-9.6%
+55.9%
-13.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DUOL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.0% | +0.7% | -0.3% |
| 7D | -1.6% | -7.0% | +5.4% | -1.5% |
| 30D | -3.3% | +6.7% | -10.0% | -3.4% |
| 3M | -3.2% | +16.0% | -19.2% | -3.4% |
| 6M | -7.0% | +45.4% | -52.4% | -7.6% |
| YTD | +0.6% | -18.1% | +18.8% | +1.3% |
| 1Y | +2.4% | -53.6% | +56.0% | +4.7% |
| 3Y | +46.3% | -11.0% | +57.2% | +49.9% |
| All | +46.3% | -9.6% | +55.9% | +49.9% |
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