+153.6%
USFD vs DUOL
-20.2%
+173.7%
-21.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DUOL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +5.0% | -4.8% | -0.2% |
| 7D | +1.7% | +3.0% | -1.4% | +1.4% |
| 30D | +10.2% | +18.3% | -8.1% | +8.4% |
| 3M | -1.5% | +14.7% | -16.2% | -3.0% |
| 6M | +27.3% | +57.5% | -30.1% | +22.2% |
| YTD | +44.0% | -5.8% | +49.8% | +43.7% |
| 1Y | +50.4% | -11.4% | +61.7% | +50.8% |
| 3Y | +153.6% | -22.5% | +176.1% | +152.1% |
| All | +153.6% | -20.2% | +173.7% | +152.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling