+52.1%
USFD vs DUOL
-23.9%
+76.0%
-21.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DUOL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -3.8% | +6.9% | +3.2% |
| 7D | +3.9% | +14.0% | -10.1% | +3.0% |
| 30D | +12.8% | +2.9% | +10.0% | +11.5% |
| 3M | +1.0% | +17.8% | -16.9% | +0.6% |
| 6M | +30.3% | +42.8% | -12.6% | +31.3% |
| YTD | +46.0% | -12.1% | +58.1% | +44.4% |
| All | +52.1% | -23.9% | +76.0% | +51.1% |
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