+156.2%
XOP vs DUOL
+9.2%
+147.0%
-35.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DUOL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.7% | +1.9% | -0.6% |
| 7D | +2.6% | +5.1% | -2.5% | +2.1% |
| 30D | +15.4% | +14.1% | +1.3% | +13.8% |
| 3M | +12.1% | +41.5% | -29.5% | +7.8% |
| 6M | +19.7% | +60.6% | -40.9% | +13.4% |
| YTD | +52.4% | -12.0% | +64.4% | +52.6% |
| 1Y | +47.6% | -43.4% | +90.9% | +53.5% |
| 3Y | +34.4% | +3.7% | +30.6% | +27.2% |
| 5Y | +154.4% | -5.3% | +159.7% | +117.8% |
| All | +156.2% | +9.2% | +147.0% | +118.5% |
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