+59.7%
XOM vs DUOL
-8.7%
+68.4%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DUOL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +4.3% | -3.6% | +0.5% |
| 7D | +1.9% | -8.6% | +10.5% | +2.0% |
| 30D | +4.1% | +7.2% | -3.1% | +3.9% |
| 3M | +10.4% | +19.1% | -8.7% | +10.0% |
| 6M | +13.0% | +52.5% | -39.5% | +12.1% |
| YTD | +40.1% | -17.3% | +57.3% | +40.4% |
| 1Y | +51.1% | -49.2% | +100.4% | +52.9% |
| All | +59.7% | -8.7% | +68.4% | +60.7% |
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