-90.2%
UPST vs DUOL
-10.4%
-79.8%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DUOL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -5.2% | +1.4% | -1.1% |
| 7D | -1.5% | -7.8% | +6.3% | +2.7% |
| 30D | -13.2% | +11.8% | -25.1% | -19.1% |
| 3M | -13.0% | +24.1% | -37.1% | -25.1% |
| 6M | -2.9% | +43.6% | -46.5% | -23.6% |
| YTD | -38.3% | -16.6% | -21.7% | -35.1% |
| 1Y | -60.5% | -46.0% | -14.4% | -49.9% |
| 3Y | -11.7% | -6.5% | -5.3% | -31.0% |
| 5Y | -90.2% | -7.4% | -82.8% | -94.0% |
| All | -90.2% | -10.4% | -79.8% | -94.0% |
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