+46.9%
ULTA vs DUOL
-17.6%
+64.5%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DUOL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -1.0% | +3.1% | +2.2% |
| 7D | -3.1% | -7.0% | +3.9% | -2.4% |
| 30D | +2.8% | +6.7% | -3.9% | +2.0% |
| 3M | +14.8% | +16.0% | -1.2% | +12.6% |
| 6M | -16.2% | +45.4% | -61.6% | -20.0% |
| YTD | -9.6% | -18.1% | +8.5% | -8.7% |
| 1Y | +4.8% | -53.6% | +58.3% | +11.4% |
| 3Y | +30.7% | -11.0% | +41.7% | +25.0% |
| All | +46.9% | -17.6% | +64.5% | +24.6% |
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