+14.4%
XYL vs DUOL
-8.7%
+23.1%
-30.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DUOL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +4.3% | -5.3% | -1.4% |
| 7D | -1.2% | -8.6% | +7.4% | -0.5% |
| 30D | -13.2% | +7.2% | -20.3% | -13.9% |
| 3M | -0.2% | +19.1% | -19.2% | -2.2% |
| 6M | -12.5% | +52.5% | -65.0% | -16.8% |
| YTD | -20.9% | -17.3% | -3.6% | -19.9% |
| 1Y | -21.6% | -49.2% | +27.7% | -16.8% |
| All | +14.4% | -8.7% | +23.1% | +9.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling