+6.7%
XME vs DUOL
-38.2%
+44.9%
-27.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DUOL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +26.0% | -27.0% | -0.1% |
| 7D | -5.5% | +19.3% | -24.7% | -4.8% |
| 30D | -11.1% | +9.6% | -20.8% | -10.7% |
| 3M | -11.1% | +17.1% | -28.2% | -10.5% |
| 6M | -18.0% | +46.3% | -64.3% | -17.2% |
| YTD | -7.4% | -8.1% | +0.7% | -4.1% |
| 1Y | +6.7% | -38.5% | +45.1% | +13.3% |
| All | +6.7% | -38.2% | +44.9% | +13.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling