-5.6%
XYL vs DUOL
+3.5%
-9.2%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DUOL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | -5.2% | +8.2% | +3.5% |
| 7D | +1.8% | -7.8% | +9.6% | +2.6% |
| 30D | -9.2% | +11.8% | -21.1% | -10.4% |
| 3M | -0.3% | +24.1% | -24.4% | -3.0% |
| 6M | -11.0% | +43.6% | -54.6% | -15.1% |
| YTD | -19.2% | -16.6% | -2.6% | -18.6% |
| 1Y | -21.2% | -46.0% | +24.8% | -17.4% |
| 3Y | +18.6% | -6.5% | +25.1% | +13.0% |
| 5Y | -14.3% | -7.4% | -6.9% | -24.2% |
| All | -5.6% | +3.5% | -9.2% | -17.1% |
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 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