+122.4%
UAL vs DUOL
+16.9%
+105.5%
-49.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DUOL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +5.0% | -6.8% | -2.5% |
| 7D | -3.0% | +3.0% | -6.1% | -3.6% |
| 30D | +10.5% | +18.3% | -7.8% | +7.2% |
| 3M | -13.5% | +14.7% | -28.2% | -16.0% |
| 6M | +14.2% | +57.5% | -43.2% | +4.6% |
| YTD | -2.2% | -5.8% | +3.6% | -3.6% |
| 1Y | +12.5% | -11.4% | +23.9% | +11.8% |
| 3Y | +186.8% | -22.5% | +209.3% | +182.7% |
| 5Y | +119.4% | +6.6% | +112.7% | +82.7% |
| All | +122.4% | +16.9% | +105.5% | +88.0% |
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