-35.0%
UPS vs DUOL
-19.0%
-15.9%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DUOL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -4.9% | +3.6% | -1.0% |
| 7D | -3.7% | -11.8% | +8.1% | -2.9% |
| 30D | -3.7% | +1.5% | -5.2% | -3.9% |
| 3M | -6.6% | +18.1% | -24.7% | -7.8% |
| 6M | +2.6% | +38.7% | -36.1% | -0.2% |
| YTD | +4.8% | -20.7% | +25.4% | +5.7% |
| 1Y | +25.3% | -49.1% | +74.4% | +29.5% |
| 3Y | -26.9% | -11.0% | -15.8% | -29.9% |
| All | -35.0% | -19.0% | -15.9% | -40.3% |
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