-13.7%
DUOL vs USFR
+14.0%
-27.8%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | 0.0% | -4.9% | -4.9% |
| 7D | -11.8% | +0.1% | -11.8% | -11.9% |
| 30D | +1.5% | +0.3% | +1.2% | +1.0% |
| 3M | +18.1% | +1.0% | +17.2% | +16.3% |
| 6M | +38.7% | +1.9% | +36.7% | +35.5% |
| YTD | -20.7% | +2.7% | -23.3% | -22.7% |
| 1Y | -49.1% | +4.0% | -53.1% | -49.9% |
| All | -13.7% | +14.0% | -27.8% | -26.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling