+213.5%
USFD vs DUOL
+16.9%
+196.6%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DUOL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +5.0% | -4.8% | -0.3% |
| 7D | +1.7% | +3.0% | -1.4% | +1.3% |
| 30D | +10.2% | +18.3% | -8.1% | +8.0% |
| 3M | -1.5% | +14.7% | -16.2% | -3.3% |
| 6M | +27.3% | +57.5% | -30.1% | +20.5% |
| YTD | +44.0% | -5.8% | +49.8% | +42.7% |
| 1Y | +50.4% | -11.4% | +61.7% | +49.8% |
| 3Y | +153.6% | -22.5% | +176.1% | +146.7% |
| 5Y | +219.0% | +6.6% | +212.3% | +165.2% |
| All | +213.5% | +16.9% | +196.6% | +163.5% |
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