+159.5%
UPRO vs DUOL
+9.2%
+150.2%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DUOL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.7% | +1.5% | -0.4% |
| 7D | +0.1% | +5.1% | -5.0% | -1.5% |
| 30D | -0.9% | +14.1% | -15.0% | -5.3% |
| 3M | +1.9% | +41.5% | -39.6% | -9.8% |
| 6M | +33.1% | +60.6% | -27.5% | +11.8% |
| YTD | +31.8% | -12.0% | +43.8% | +31.9% |
| 1Y | +48.3% | -43.4% | +91.6% | +66.1% |
| 3Y | +221.5% | +3.7% | +217.8% | +176.9% |
| 5Y | +136.7% | -5.3% | +142.0% | +70.3% |
| All | +159.5% | +9.2% | +150.2% | +84.8% |
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