+40.6%
USB vs DUOL
+9.2%
+31.4%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DUOL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.7% | +2.5% | -0.1% |
| 7D | +1.4% | +5.1% | -3.6% | +1.1% |
| 30D | -1.3% | +14.1% | -15.5% | -2.3% |
| 3M | +15.2% | +41.5% | -26.3% | +12.2% |
| 6M | +18.8% | +60.6% | -41.8% | +14.4% |
| YTD | +21.0% | -12.0% | +33.0% | +21.1% |
| 1Y | +34.0% | -43.4% | +77.4% | +37.4% |
| 3Y | +95.3% | +3.7% | +91.6% | +89.8% |
| 5Y | +40.4% | -5.3% | +45.6% | +33.3% |
| All | +40.6% | +9.2% | +31.4% | +37.3% |
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 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