-33.4%
UPS vs DUOL
+3.5%
-36.9%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DUOL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -5.2% | +3.5% | -1.5% |
| 7D | -2.1% | -7.8% | +5.7% | -1.7% |
| 30D | -2.3% | +11.8% | -14.1% | -3.0% |
| 3M | -5.2% | +24.1% | -29.3% | -6.7% |
| 6M | +1.4% | +43.6% | -42.2% | -1.4% |
| YTD | +6.1% | -16.6% | +22.7% | +6.6% |
| 1Y | +27.0% | -46.0% | +73.0% | +30.6% |
| 3Y | -25.9% | -6.5% | -19.5% | -29.0% |
| 5Y | -34.6% | -7.4% | -27.2% | -40.2% |
| All | -33.4% | +3.5% | -36.9% | -39.1% |
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