+398.8%
OSCR vs DUOL
-9.6%
+408.4%
-53.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DUOL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.0% | +1.6% | +0.9% |
| 7D | +1.6% | -7.0% | +8.6% | +3.6% |
| 30D | +10.7% | +6.7% | +3.9% | +8.0% |
| 3M | +13.4% | +16.0% | -2.7% | +7.7% |
| 6M | +144.6% | +45.4% | +99.1% | +118.9% |
| YTD | +128.0% | -18.1% | +146.2% | +134.8% |
| 1Y | +68.7% | -53.6% | +122.2% | +97.3% |
| 3Y | +398.8% | -11.0% | +409.8% | +375.9% |
| All | +398.8% | -9.6% | +408.4% | +375.9% |
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