+47.7%
XYZ vs DUOL
+2.2%
+45.5%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DUOL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.7% | +2.0% | -0.2% |
| 7D | -1.0% | +5.1% | -6.1% | -2.0% |
| 30D | -1.7% | +14.1% | -15.9% | -4.5% |
| 3M | +16.7% | +41.5% | -24.8% | +8.7% |
| 6M | +26.9% | +60.6% | -33.8% | +14.8% |
| YTD | +27.1% | -12.0% | +39.1% | +28.0% |
| 1Y | +9.3% | -43.4% | +52.6% | +18.3% |
| All | +47.7% | +2.2% | +45.5% | +23.8% |
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