-78.7%
UPST vs DUOL
-1.5%
-77.2%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DUOL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -4.9% | +0.8% | -1.5% |
| 7D | -8.1% | -11.8% | +3.7% | -2.0% |
| 30D | -14.3% | +1.5% | -15.8% | -15.8% |
| 3M | -16.6% | +18.1% | -34.8% | -26.3% |
| 6M | -7.3% | +38.7% | -45.9% | -25.4% |
| YTD | -40.8% | -20.7% | -20.1% | -36.1% |
| 1Y | -62.4% | -49.1% | -13.3% | -51.1% |
| 3Y | -15.3% | -11.0% | -4.3% | -31.2% |
| 5Y | -91.1% | -18.0% | -73.1% | -94.0% |
| All | -78.7% | -1.5% | -77.2% | -85.6% |
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 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