-2.2%
UPST vs DUOL
-23.0%
+20.8%
-77.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DUOL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.3% | +1.6% | -9.8% | -8.9% |
| 7D | -4.5% | +22.4% | -26.9% | -13.0% |
| 30D | -15.3% | +4.5% | -19.8% | -17.7% |
| 3M | -32.4% | +14.2% | -46.6% | -37.5% |
| 6M | -29.5% | +45.1% | -74.6% | -42.8% |
| YTD | -53.3% | -10.7% | -42.6% | -53.5% |
| 1Y | -47.4% | -18.7% | -28.6% | -45.6% |
| 3Y | -2.2% | -25.9% | +23.7% | +13.5% |
| All | -2.2% | -23.0% | +20.8% | +13.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling