+58.6%
DUK vs USAR
-20.3%
+78.9%
-13.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | USAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.4% | +2.2% | -0.2% |
| 7D | -1.1% | +8.8% | -9.9% | -1.1% |
| 30D | +8.8% | -28.5% | +37.3% | +8.6% |
| 3M | +5.0% | -56.2% | +61.2% | +4.6% |
| 6M | +4.6% | -68.4% | +73.0% | +4.1% |
| YTD | +12.6% | -32.2% | +44.8% | +11.9% |
| 1Y | +7.4% | -52.3% | +59.7% | +6.8% |
| 3Y | +63.1% | -21.2% | +84.3% | +67.0% |
| All | +58.6% | -20.3% | +78.9% | +63.1% |
Cumulative growth
Daily Returns
Daily percentage return beside USAR.
Daily Out/Under-Performance
Portfolio return minus USAR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USAR 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 USAR 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