+98.3%
USB vs DUOL
+3.9%
+94.4%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DUOL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.7% | +2.5% | -0.1% |
| 7D | +1.4% | +5.1% | -3.6% | +1.0% |
| 30D | -1.3% | +14.1% | -15.5% | -2.5% |
| 3M | +15.2% | +41.5% | -26.3% | +11.7% |
| 6M | +18.8% | +60.6% | -41.8% | +13.4% |
| YTD | +21.0% | -12.0% | +33.0% | +21.4% |
| 1Y | +34.0% | -43.4% | +77.4% | +38.5% |
| All | +98.3% | +3.9% | +94.4% | +88.1% |
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