+189.2%
XME vs DUOL
+3.5%
+185.7%
-37.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DUOL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -5.2% | +6.3% | +1.7% |
| 7D | +3.6% | -7.8% | +11.4% | +4.5% |
| 30D | +3.6% | +11.8% | -8.2% | +2.1% |
| 3M | +1.2% | +24.1% | -22.9% | -1.9% |
| 6M | +9.0% | +43.6% | -34.6% | +3.2% |
| YTD | +15.9% | -16.6% | +32.5% | +16.8% |
| 1Y | +43.2% | -46.0% | +89.2% | +50.9% |
| 3Y | +137.4% | -6.5% | +143.8% | +124.5% |
| 5Y | +185.0% | -7.4% | +192.5% | +144.0% |
| All | +189.2% | +3.5% | +185.7% | +147.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling