+120.3%
UAL vs DUOL
+3.5%
+116.7%
-49.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DUOL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -5.2% | +2.4% | -2.0% |
| 7D | +3.5% | -7.8% | +11.2% | +4.7% |
| 30D | -16.5% | +11.8% | -28.3% | -18.2% |
| 3M | +2.8% | +24.1% | -21.3% | -1.5% |
| 6M | +17.6% | +43.6% | -26.1% | +9.2% |
| YTD | -3.2% | -16.6% | +13.4% | -2.2% |
| 1Y | +0.4% | -46.0% | +46.5% | +7.5% |
| 3Y | +128.2% | -6.5% | +134.6% | +120.6% |
| 5Y | +137.7% | -7.4% | +145.1% | +101.9% |
| All | +120.3% | +3.5% | +116.7% | +90.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling