+29.2%
XLY vs DUOL
+1.6%
+27.6%
-39.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DUOL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.0% | +1.9% | +1.0% |
| 7D | -1.7% | -7.0% | +5.3% | -0.7% |
| 30D | -4.2% | +6.7% | -10.9% | -5.3% |
| 3M | -2.7% | +16.0% | -18.7% | -5.5% |
| 6M | -0.6% | +45.4% | -46.0% | -7.4% |
| YTD | -5.0% | -18.1% | +13.1% | -3.8% |
| 1Y | -4.1% | -53.6% | +49.5% | +5.1% |
| 3Y | +33.6% | -11.0% | +44.6% | +24.4% |
| 5Y | +28.7% | -17.1% | +45.8% | +5.5% |
| All | +29.2% | +1.6% | +27.6% | +4.9% |
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 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