+40.2%
UNP vs DUOL
+11.7%
+28.5%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DUOL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +5.0% | -5.6% | -0.8% |
| 7D | +4.2% | +3.0% | +1.2% | +4.1% |
| 30D | +5.6% | +18.3% | -12.7% | +4.6% |
| 3M | +2.0% | +14.7% | -12.7% | +1.1% |
| 6M | +15.4% | +57.5% | -42.1% | +12.4% |
| YTD | +32.7% | -5.8% | +38.5% | +32.4% |
| 1Y | +39.4% | -11.4% | +50.8% | +39.4% |
| 3Y | +54.3% | -22.5% | +76.8% | +52.4% |
| All | +40.2% | +11.7% | +28.5% | +27.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling