-49.4%
UPST vs DUOL
-38.2%
-11.2%
-58.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DUOL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.4% | +26.0% | -16.6% | -1.2% |
| 7D | -3.1% | +19.3% | -22.4% | -10.6% |
| 30D | -4.0% | +9.6% | -13.6% | -8.3% |
| 3M | -22.9% | +17.1% | -40.0% | -29.4% |
| 6M | -27.1% | +46.3% | -73.4% | -42.2% |
| YTD | -46.5% | -8.1% | -38.4% | -47.2% |
| 1Y | -49.4% | -38.5% | -11.0% | -41.6% |
| All | -49.4% | -38.2% | -11.2% | -41.6% |
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