+47.7%
UNP vs DUOL
+1.6%
+46.1%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DUOL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.0% | +0.5% | -0.4% |
| 7D | -1.8% | -7.0% | +5.2% | -1.5% |
| 30D | -2.7% | +6.7% | -9.4% | -3.0% |
| 3M | +6.5% | +16.0% | -9.5% | +5.6% |
| 6M | +14.4% | +45.4% | -31.0% | +12.2% |
| YTD | +24.8% | -18.1% | +42.9% | +25.4% |
| 1Y | +34.4% | -53.6% | +88.0% | +38.4% |
| 3Y | +43.6% | -11.0% | +54.5% | +41.3% |
| 5Y | +53.2% | -17.1% | +70.3% | +41.5% |
| All | +47.7% | +1.6% | +46.1% | +38.6% |
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