-92.0%
UPST vs DUOL
+6.7%
-98.7%
-95.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DUOL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.3% | +1.6% | -9.8% | -9.1% |
| 7D | -4.5% | +22.4% | -26.9% | -15.5% |
| 30D | -15.3% | +4.5% | -19.8% | -18.6% |
| 3M | -32.4% | +14.2% | -46.6% | -39.1% |
| 6M | -29.5% | +45.1% | -74.6% | -46.2% |
| YTD | -53.3% | -10.7% | -42.6% | -53.6% |
| 1Y | -47.4% | -18.7% | -28.6% | -45.2% |
| 3Y | -2.2% | -25.9% | +23.7% | -11.3% |
| 5Y | -92.0% | +5.8% | -97.9% | -95.5% |
| All | -92.0% | +6.7% | -98.7% | -95.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling