+30.6%
UPS vs DUOL
-38.2%
+68.8%
-20.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DUOL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | +26.0% | -21.3% | +3.8% |
| 7D | +8.2% | +19.3% | -11.0% | +7.3% |
| 30D | +22.7% | +9.6% | +13.1% | +21.8% |
| 3M | +6.4% | +17.1% | -10.6% | +5.6% |
| 6M | +22.6% | +46.3% | -23.7% | +21.6% |
| YTD | +20.7% | -8.1% | +28.8% | +21.4% |
| 1Y | +30.6% | -38.5% | +69.1% | +34.0% |
| All | +30.6% | -38.2% | +68.8% | +34.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling