+33.2%
USB vs DUOL
+13.5%
+19.7%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DUOL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +2.2% | -2.7% | -0.6% |
| 7D | 0.0% | +21.9% | -21.9% | -1.4% |
| 30D | +5.8% | +5.7% | +0.1% | +5.2% |
| 3M | -6.0% | +30.9% | -36.8% | -8.0% |
| 6M | +7.8% | +52.8% | -45.0% | +4.0% |
| YTD | +14.6% | -8.6% | +23.2% | +14.1% |
| 1Y | +31.8% | -17.2% | +49.0% | +31.9% |
| 3Y | +91.5% | +2.0% | +89.6% | +85.8% |
| 5Y | +22.0% | +4.4% | +17.7% | +14.3% |
| All | +33.2% | +13.5% | +19.7% | +29.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling