+213.7%
UMC vs DUOL
+1.6%
+212.1%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DUOL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -1.0% | +3.4% | +2.5% |
| 7D | +9.0% | -7.0% | +16.0% | +10.0% |
| 30D | +17.2% | +6.7% | +10.5% | +15.6% |
| 3M | +11.4% | +16.0% | -4.6% | +7.3% |
| 6M | +137.5% | +45.4% | +92.1% | +119.3% |
| YTD | +193.1% | -18.1% | +211.2% | +195.5% |
| 1Y | +240.3% | -53.6% | +293.9% | +275.7% |
| 3Y | +262.2% | -11.0% | +273.2% | +231.2% |
| 5Y | +143.1% | -17.1% | +160.3% | +98.8% |
| All | +213.7% | +1.6% | +212.1% | +147.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling