+174.0%
XME vs DUOL
+1.6%
+172.3%
-37.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DUOL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.0% | 0.0% | -0.9% |
| 7D | -4.2% | -7.0% | +2.8% | -3.5% |
| 30D | -2.7% | +6.7% | -9.4% | -3.7% |
| 3M | -3.9% | +16.0% | -19.9% | -6.2% |
| 6M | -1.0% | +45.4% | -46.4% | -6.4% |
| YTD | +9.8% | -18.1% | +27.9% | +10.8% |
| 1Y | +32.5% | -53.6% | +86.1% | +42.5% |
| 3Y | +124.3% | -11.0% | +135.3% | +113.4% |
| 5Y | +165.8% | -17.1% | +182.9% | +128.5% |
| All | +174.0% | +1.6% | +172.3% | +134.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling