-3.8%
XRT vs DUOL
+1.6%
-5.4%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DUOL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -1.0% | +2.4% | +1.5% |
| 7D | -3.2% | -7.0% | +3.8% | -2.2% |
| 30D | -4.5% | +6.7% | -11.2% | -5.6% |
| 3M | -3.1% | +16.0% | -19.1% | -5.8% |
| 6M | +4.2% | +45.4% | -41.2% | -2.6% |
| YTD | -0.1% | -18.1% | +18.0% | +1.2% |
| 1Y | -3.0% | -53.6% | +50.5% | +6.0% |
| 3Y | +41.8% | -11.0% | +52.8% | +31.6% |
| 5Y | -1.3% | -17.1% | +15.9% | -19.4% |
| All | -3.8% | +1.6% | -5.4% | -22.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling