+49.8%
UNP vs DUOL
+3.5%
+46.3%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DUOL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -5.2% | +4.8% | -0.2% |
| 7D | -0.7% | -7.8% | +7.1% | -0.4% |
| 30D | -1.1% | +11.8% | -13.0% | -1.6% |
| 3M | +7.9% | +24.1% | -16.2% | +6.7% |
| 6M | +14.6% | +43.6% | -29.0% | +12.5% |
| YTD | +26.6% | -16.6% | +43.2% | +27.2% |
| 1Y | +35.6% | -46.0% | +81.6% | +38.5% |
| 3Y | +45.5% | -6.5% | +52.0% | +42.8% |
| 5Y | +50.0% | -7.4% | +57.4% | +39.6% |
| All | +49.8% | +3.5% | +46.3% | +40.4% |
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