+15.0%
DUOL vs USFR
+20.4%
-5.3%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | 0.0% | -2.8% | -2.8% |
| 7D | +5.1% | +0.1% | +5.0% | +4.9% |
| 30D | +14.1% | +0.3% | +13.8% | +13.0% |
| 3M | +41.5% | +1.0% | +40.5% | +37.0% |
| 6M | +60.6% | +1.9% | +58.7% | +51.7% |
| YTD | -12.0% | +2.6% | -14.6% | -18.4% |
| 1Y | -43.4% | +4.0% | -47.4% | -49.3% |
| 3Y | +3.7% | +14.1% | -10.4% | -36.4% |
| 5Y | -5.3% | +20.4% | -25.7% | -59.2% |
| All | +15.0% | +20.4% | -5.3% | -50.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling