+115.0%
UMC vs DUOL
-38.2%
+153.2%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DUOL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +26.0% | -28.1% | -1.9% |
| 7D | -14.7% | +19.3% | -33.9% | -14.4% |
| 30D | -32.9% | +9.6% | -42.5% | -32.6% |
| 3M | -22.2% | +17.1% | -39.2% | -21.9% |
| 6M | +25.9% | +46.3% | -20.4% | +23.1% |
| YTD | +107.9% | -8.1% | +116.0% | +111.8% |
| 1Y | +115.0% | -38.5% | +153.5% | +137.1% |
| All | +115.0% | -38.2% | +153.2% | +137.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling