+208.4%
USFD vs DUOL
+13.5%
+194.9%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DUOL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +2.2% | -2.3% | -0.4% |
| 7D | +3.0% | +21.9% | -19.0% | +0.8% |
| 30D | +11.1% | +5.7% | +5.3% | +10.1% |
| 3M | -0.3% | +30.9% | -31.2% | -3.3% |
| 6M | +15.9% | +52.8% | -36.9% | +10.0% |
| YTD | +41.6% | -8.6% | +50.2% | +40.9% |
| 1Y | +49.4% | -17.2% | +66.6% | +50.0% |
| 3Y | +157.8% | +2.0% | +155.9% | +142.2% |
| 5Y | +176.6% | +4.4% | +172.3% | +130.9% |
| All | +208.4% | +13.5% | +194.9% | +160.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling