+48.5%
USFD vs DUOL
-19.2%
+67.7%
-21.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DUOL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -4.1% | +2.7% | -1.2% |
| 7D | +1.3% | +0.3% | +1.1% | +1.3% |
| 30D | +10.6% | +12.4% | -1.8% | +9.4% |
| 3M | -2.4% | +16.9% | -19.4% | -3.0% |
| 6M | +28.9% | +48.5% | -19.6% | +29.9% |
| YTD | +43.7% | -10.3% | +54.0% | +42.3% |
| 1Y | +48.5% | -15.6% | +64.1% | +47.7% |
| All | +48.5% | -19.2% | +67.7% | +47.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling