+1.1%
UNH vs DUOL
+1.6%
-0.5%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DUOL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -1.0% | -1.3% | -2.3% |
| 7D | -4.5% | -7.0% | +2.4% | -4.4% |
| 30D | -6.5% | +6.7% | -13.3% | -6.7% |
| 3M | -6.0% | +16.0% | -22.0% | -6.4% |
| 6M | +33.7% | +45.4% | -11.8% | +32.3% |
| YTD | +16.4% | -18.1% | +34.5% | +16.4% |
| 1Y | +10.1% | -53.6% | +63.6% | +10.9% |
| 3Y | -16.3% | -11.0% | -5.3% | -17.0% |
| 5Y | +2.1% | -17.1% | +19.2% | -1.0% |
| All | +1.1% | +1.6% | -0.5% | -1.6% |
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 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