+255.6%
XOM vs DUOL
-16.8%
+272.4%
-20.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DUOL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +4.3% | -3.6% | +0.5% |
| 7D | +1.9% | -8.6% | +10.5% | +2.2% |
| 30D | +4.1% | +7.2% | -3.1% | +3.7% |
| 3M | +10.4% | +19.1% | -8.7% | +9.5% |
| 6M | +13.0% | +52.5% | -39.5% | +10.9% |
| YTD | +40.1% | -17.3% | +57.3% | +40.5% |
| 1Y | +51.1% | -49.2% | +100.4% | +54.3% |
| 3Y | +57.7% | -7.3% | +65.0% | +53.7% |
| All | +255.6% | -16.8% | +272.4% | +225.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling