+19.9%
UL vs DUOL
+3.5%
+16.3%
-25.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DUOL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -5.2% | +4.2% | -0.9% |
| 7D | -1.3% | -7.8% | +6.5% | -1.1% |
| 30D | +0.9% | +11.8% | -10.9% | +0.6% |
| 3M | +14.2% | +24.1% | -9.9% | +13.5% |
| 6M | -3.2% | +43.6% | -46.8% | -4.3% |
| YTD | -0.3% | -16.6% | +16.3% | 0.0% |
| 1Y | -8.8% | -46.0% | +37.3% | -7.5% |
| 3Y | +23.9% | -6.5% | +30.3% | +20.2% |
| 5Y | +21.4% | -7.4% | +28.8% | +13.4% |
| All | +19.9% | +3.5% | +16.3% | +12.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling