+126.6%
XME vs DUOL
-8.7%
+135.3%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DUOL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | +4.3% | -8.0% | -4.0% |
| 7D | -3.0% | -8.6% | +5.6% | -2.4% |
| 30D | -2.6% | +7.2% | -9.8% | -3.4% |
| 3M | +2.2% | +19.1% | -16.9% | -0.1% |
| 6M | +0.7% | +52.5% | -51.8% | -4.5% |
| YTD | +10.9% | -17.3% | +28.2% | +12.4% |
| 1Y | +35.7% | -49.2% | +84.9% | +44.7% |
| All | +126.6% | -8.7% | +135.3% | +121.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling