-77.0%
UPST vs DUOL
+9.2%
-86.2%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DUOL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -2.7% | +1.1% | -0.2% |
| 7D | -3.5% | +5.1% | -8.6% | -6.3% |
| 30D | -7.1% | +14.1% | -21.3% | -14.5% |
| 3M | -13.1% | +41.5% | -54.6% | -30.1% |
| 6M | -1.1% | +60.6% | -61.7% | -26.4% |
| YTD | -35.9% | -12.0% | -23.9% | -34.4% |
| 1Y | -57.4% | -43.4% | -14.1% | -47.5% |
| 3Y | -14.9% | +3.7% | -18.6% | -36.5% |
| 5Y | -88.7% | -5.3% | -83.4% | -92.8% |
| All | -77.0% | +9.2% | -86.2% | -85.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling