+206.7%
UAL vs DUOL
-0.2%
+206.9%
-49.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DUOL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +2.2% | -0.1% | +1.6% |
| 7D | +8.2% | +21.9% | -13.8% | +4.1% |
| 30D | +2.3% | +5.7% | -3.4% | +0.8% |
| 3M | -12.7% | +30.9% | -43.6% | -17.7% |
| 6M | +12.7% | +52.8% | -40.1% | +2.0% |
| YTD | +0.8% | -8.6% | +9.4% | +0.3% |
| 1Y | +17.8% | -17.2% | +35.0% | +19.1% |
| 3Y | +206.7% | +2.0% | +204.7% | +216.2% |
| All | +206.7% | -0.2% | +206.9% | +216.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling