+32.5%
XME vs DUOL
-51.5%
+84.0%
-26.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DUOL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.0% | 0.0% | -1.0% |
| 7D | -4.2% | -7.0% | +2.8% | -4.3% |
| 30D | -2.7% | +6.7% | -9.4% | -2.6% |
| 3M | -3.9% | +16.0% | -19.9% | -3.8% |
| 6M | -1.0% | +45.4% | -46.4% | -1.7% |
| YTD | +9.8% | -18.1% | +27.9% | +12.7% |
| 1Y | +32.5% | -53.6% | +86.1% | +40.2% |
| All | +32.5% | -51.5% | +84.0% | +40.2% |
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