+26.4%
USB vs DUOL
+0.2%
+26.2%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DUOL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -3.8% | +6.4% | +2.8% |
| 7D | +0.8% | +14.0% | -13.3% | -0.4% |
| 30D | +6.8% | +2.9% | +3.9% | +6.3% |
| 3M | -3.8% | +17.8% | -21.6% | -5.3% |
| 6M | +11.7% | +42.8% | -31.1% | +8.0% |
| YTD | +17.5% | -12.1% | +29.6% | +17.2% |
| 1Y | +33.8% | -23.3% | +57.1% | +34.6% |
| 3Y | +104.2% | -24.0% | +128.3% | +101.1% |
| 5Y | +26.4% | +5.1% | +21.3% | +20.1% |
| All | +26.4% | +0.2% | +26.2% | +20.1% |
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 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