+7.0%
DUOL vs USFR
+20.5%
-13.5%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.1% | -1.1% | -1.3% |
| 7D | -7.0% | +0.1% | -7.1% | -7.4% |
| 30D | +6.7% | +0.4% | +6.4% | +5.5% |
| 3M | +16.0% | +1.0% | +15.0% | +12.2% |
| 6M | +45.4% | +2.0% | +43.4% | +37.1% |
| YTD | -18.1% | +2.8% | -20.9% | -24.5% |
| 1Y | -53.6% | +4.1% | -57.6% | -58.5% |
| 3Y | -11.0% | +14.1% | -25.1% | -45.3% |
| 5Y | -17.1% | +20.6% | -37.7% | -64.4% |
| All | +7.0% | +20.5% | -13.5% | -54.3% |
Cumulative growth
Daily Returns
Daily percentage return beside USFR.
Daily Out/Under-Performance
Portfolio return minus USFR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USFR 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 10y: compounded portfolio wealth divided by compounded USFR 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…
10y analysis · Full analysis span regression · 6 months rolling