-26.5%
DUOL vs UMAC
+508.0%
-534.5%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UMAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -6.4% | +1.5% | -4.7% |
| 7D | -11.8% | +3.3% | -15.1% | -11.9% |
| 30D | +1.5% | -10.4% | +11.9% | +1.5% |
| 3M | +18.1% | +1.8% | +16.4% | +17.5% |
| 6M | +38.7% | +40.7% | -2.1% | +34.8% |
| YTD | -20.7% | +90.9% | -111.6% | -23.8% |
| 1Y | -49.1% | +151.8% | -200.8% | -51.6% |
| All | -26.5% | +508.0% | -534.5% | -30.5% |
Cumulative growth
Daily Returns
Daily percentage return beside UMAC.
Daily Out/Under-Performance
Portfolio return minus UMAC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UMAC 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 UMAC 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