-33.5%
UPS vs DUOL
+1.6%
-35.1%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DUOL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.0% | +1.3% | +0.4% |
| 7D | -2.0% | -7.0% | +5.0% | -1.6% |
| 30D | -2.0% | +6.7% | -8.7% | -2.4% |
| 3M | -6.2% | +16.0% | -22.2% | -7.4% |
| 6M | +2.8% | +45.4% | -42.6% | -0.1% |
| YTD | +5.9% | -18.1% | +24.0% | +6.5% |
| 1Y | +26.2% | -53.6% | +79.8% | +31.3% |
| 3Y | -26.0% | -11.0% | -15.0% | -28.8% |
| 5Y | -34.3% | -17.1% | -17.1% | -40.1% |
| All | -33.5% | +1.6% | -35.1% | -39.2% |
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