+212.6%
USFD vs DUOL
-10.4%
+223.0%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DUOL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -5.2% | +4.3% | -0.4% |
| 7D | -3.3% | -7.8% | +4.5% | -2.6% |
| 30D | -5.3% | +11.8% | -17.2% | -6.5% |
| 3M | +18.8% | +24.1% | -5.3% | +15.6% |
| 6M | +14.3% | +43.6% | -29.4% | +9.1% |
| YTD | +36.9% | -16.6% | +53.5% | +38.0% |
| 1Y | +31.7% | -46.0% | +77.7% | +38.4% |
| 3Y | +164.5% | -6.5% | +170.9% | +149.7% |
| 5Y | +212.6% | -7.4% | +220.0% | +161.8% |
| All | +212.6% | -10.4% | +223.0% | +161.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling