+92.7%
XOP vs DUOL
+11.7%
+80.9%
-35.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DUOL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +5.0% | -4.1% | +0.5% |
| 7D | +6.3% | +3.0% | +3.3% | +6.0% |
| 30D | -6.6% | +18.3% | -24.9% | -8.4% |
| 3M | +3.6% | +14.7% | -11.2% | +1.6% |
| 6M | +10.8% | +57.5% | -46.7% | +4.4% |
| YTD | +48.3% | -5.8% | +54.1% | +46.9% |
| 1Y | +42.9% | -11.4% | +54.3% | +42.4% |
| 3Y | +43.3% | -22.5% | +65.8% | +39.5% |
| All | +92.7% | +11.7% | +80.9% | +61.0% |
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