+36.1%
XLV vs DUOL
+1.6%
+34.5%
-17.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DUOL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.0% | +0.8% | -0.1% |
| 7D | -3.6% | -7.0% | +3.4% | -3.3% |
| 30D | -1.8% | +6.7% | -8.6% | -2.1% |
| 3M | +7.8% | +16.0% | -8.2% | +7.1% |
| 6M | +9.1% | +45.4% | -36.3% | +7.4% |
| YTD | +7.7% | -18.1% | +25.9% | +8.2% |
| 1Y | +20.4% | -53.6% | +74.0% | +23.3% |
| 3Y | +30.8% | -11.0% | +41.7% | +27.5% |
| 5Y | +34.6% | -17.1% | +51.8% | +27.3% |
| All | +36.1% | +1.6% | +34.5% | +27.8% |
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