+214.4%
UMC vs DUOL
-1.5%
+215.9%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DUOL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -4.9% | +8.9% | +4.7% |
| 7D | +13.6% | -11.8% | +25.4% | +15.6% |
| 30D | +20.8% | +1.5% | +19.3% | +20.0% |
| 3M | +16.1% | +18.1% | -2.0% | +11.5% |
| 6M | +137.3% | +38.7% | +98.6% | +120.8% |
| YTD | +193.8% | -20.7% | +214.4% | +197.6% |
| 1Y | +236.1% | -49.1% | +285.2% | +264.4% |
| 3Y | +267.1% | -11.0% | +278.1% | +235.4% |
| 5Y | +145.3% | -18.0% | +163.2% | +100.7% |
| All | +214.4% | -1.5% | +215.9% | +148.8% |
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