-59.8%
UPST vs DUOL
-47.0%
-12.7%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DUOL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +4.3% | -7.3% | -4.6% |
| 7D | -12.0% | -8.6% | -3.4% | -9.1% |
| 30D | -16.0% | +7.2% | -23.2% | -18.8% |
| 3M | -17.2% | +19.1% | -36.2% | -24.8% |
| 6M | -10.9% | +52.5% | -63.4% | -28.4% |
| YTD | -42.6% | -17.3% | -25.3% | -42.4% |
| 1Y | -59.8% | -49.2% | -10.6% | -54.8% |
| All | -59.8% | -47.0% | -12.7% | -54.8% |
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