-0.6%
XRT vs DUOL
+9.2%
-9.8%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DUOL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -2.7% | +3.7% | +1.4% |
| 7D | +0.8% | +5.1% | -4.3% | 0.0% |
| 30D | -4.2% | +14.1% | -18.3% | -6.3% |
| 3M | +5.1% | +41.5% | -36.4% | -0.8% |
| 6M | +2.4% | +60.6% | -58.2% | -5.7% |
| YTD | +3.2% | -12.0% | +15.2% | +3.5% |
| 1Y | +1.5% | -43.4% | +44.9% | +7.7% |
| 3Y | +40.6% | +3.7% | +36.8% | +27.2% |
| 5Y | -1.0% | -5.3% | +4.3% | -20.2% |
| All | -0.6% | +9.2% | -9.8% | -20.3% |
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