+19.2%
UL vs DUOL
-15.6%
+34.8%
-25.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DUOL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +4.3% | -5.6% | -1.5% |
| 7D | -4.1% | -8.6% | +4.5% | -3.8% |
| 30D | -1.2% | +7.2% | -8.4% | -1.4% |
| 3M | +6.0% | +19.1% | -13.1% | +5.4% |
| 6M | -5.5% | +52.5% | -58.0% | -6.7% |
| YTD | -3.3% | -17.3% | +14.0% | -3.0% |
| 1Y | -9.8% | -49.2% | +39.4% | -8.3% |
| 3Y | +20.1% | -7.3% | +27.4% | +16.4% |
| 5Y | +19.2% | -16.3% | +35.5% | +11.1% |
| All | +19.2% | -15.6% | +34.8% | +11.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling