-49.8%
USAR vs DUOL
-38.2%
-11.6%
-73.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DUOL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | +26.0% | -31.8% | -7.6% |
| 7D | -21.8% | +19.3% | -41.0% | -22.7% |
| 30D | -39.9% | +9.6% | -49.6% | -40.1% |
| 3M | -52.5% | +17.1% | -69.6% | -53.2% |
| 6M | -67.9% | +46.3% | -114.2% | -70.3% |
| YTD | -31.1% | -8.1% | -23.0% | -22.8% |
| 1Y | -49.8% | -38.5% | -11.4% | -34.0% |
| All | -49.8% | -38.2% | -11.6% | -34.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling