+181.7%
USFD vs DUOL
-1.5%
+183.3%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DUOL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | -4.9% | -0.6% | -5.0% |
| 7D | -7.0% | -11.8% | +4.8% | -5.9% |
| 30D | -10.3% | +1.5% | -11.8% | -10.5% |
| 3M | +9.2% | +18.1% | -9.0% | +6.9% |
| 6M | +7.4% | +38.7% | -31.3% | +3.0% |
| YTD | +29.4% | -20.7% | +50.0% | +31.0% |
| 1Y | +24.8% | -49.1% | +73.9% | +31.7% |
| 3Y | +150.0% | -11.0% | +161.0% | +138.2% |
| 5Y | +195.5% | -18.0% | +213.5% | +148.5% |
| All | +181.7% | -1.5% | +183.3% | +141.8% |
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