-51.7%
UPST vs DUOL
-19.2%
-32.4%
-62.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DUOL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.9% | -4.1% | -2.8% | -5.2% |
| 7D | -13.5% | +0.3% | -13.8% | -13.7% |
| 30D | -19.6% | +12.4% | -32.0% | -24.1% |
| 3M | -34.2% | +16.9% | -51.1% | -39.8% |
| 6M | -31.2% | +48.5% | -79.7% | -47.1% |
| YTD | -56.2% | -10.3% | -45.9% | -54.2% |
| 1Y | -51.7% | -15.6% | -36.0% | -47.7% |
| All | -51.7% | -19.2% | -32.4% | -47.7% |
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