+217.8%
USFD vs DUOL
+9.1%
+208.7%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DUOL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -3.8% | +6.9% | +3.4% |
| 7D | +3.9% | +14.0% | -10.1% | +2.4% |
| 30D | +12.8% | +2.9% | +10.0% | +12.2% |
| 3M | +1.0% | +17.8% | -16.9% | -1.1% |
| 6M | +30.3% | +42.8% | -12.6% | +24.5% |
| YTD | +46.0% | -12.1% | +58.1% | +45.7% |
| 1Y | +49.6% | -23.3% | +73.0% | +51.4% |
| 3Y | +166.3% | -24.0% | +190.3% | +159.4% |
| 5Y | +208.4% | +5.1% | +203.3% | +158.5% |
| All | +217.8% | +9.1% | +208.7% | +169.0% |
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