+48.6%
DUK vs USAR
+68.6%
-20.0%
-11.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | USAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -3.4% | +2.7% | -0.7% |
| 7D | -0.1% | -4.4% | +4.3% | -0.1% |
| 30D | +0.2% | -10.4% | +10.6% | +0.2% |
| 3M | -1.9% | -18.4% | +16.5% | -1.9% |
| 6M | -6.5% | -8.8% | +2.3% | -6.6% |
| YTD | +5.4% | +43.4% | -37.9% | +5.2% |
| 1Y | +3.6% | +21.0% | -17.4% | +3.3% |
| 3Y | +48.1% | +67.7% | -19.6% | +52.6% |
| All | +48.6% | +68.6% | -20.0% | +53.4% |
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