+46.0%
XME vs DUOL
-43.9%
+89.8%
-26.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DUOL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.7% | +2.9% | +0.2% |
| 7D | -0.1% | +5.1% | -5.2% | 0.0% |
| 30D | +6.0% | +14.1% | -8.2% | +6.1% |
| 3M | -7.7% | +41.5% | -49.2% | -7.9% |
| 6M | +1.0% | +60.6% | -59.7% | 0.0% |
| YTD | +14.6% | -12.0% | +26.6% | +17.8% |
| 1Y | +46.0% | -43.4% | +89.3% | +57.0% |
| All | +46.0% | -43.9% | +89.8% | +57.0% |
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