+3.5%
XRT vs DUOL
+16.9%
-13.4%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DUOL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +5.0% | -4.6% | -0.3% |
| 7D | +1.7% | +3.0% | -1.3% | +1.2% |
| 30D | +7.5% | +18.3% | -10.8% | +4.4% |
| 3M | +2.2% | +14.7% | -12.5% | -0.7% |
| 6M | +14.7% | +57.5% | -42.8% | +5.6% |
| YTD | +7.5% | -5.8% | +13.3% | +6.0% |
| 1Y | +14.1% | -11.4% | +25.5% | +13.4% |
| 3Y | +58.8% | -22.5% | +81.3% | +51.7% |
| 5Y | -3.9% | +6.6% | -10.6% | -23.6% |
| All | +3.5% | +16.9% | -13.4% | -18.4% |
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