+59.3%
USAR vs DUOL
-3.2%
+62.5%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DUOL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | +4.3% | -10.2% | -6.1% |
| 7D | -9.3% | -8.6% | -0.7% | -9.0% |
| 30D | -15.2% | +7.2% | -22.4% | -15.5% |
| 3M | -21.1% | +19.1% | -40.2% | -22.1% |
| 6M | -21.6% | +52.5% | -74.1% | -24.1% |
| YTD | +34.8% | -17.3% | +52.1% | +35.5% |
| 1Y | +15.6% | -49.2% | +64.9% | +18.3% |
| 3Y | +57.7% | -7.3% | +65.0% | +60.6% |
| All | +59.3% | -3.2% | +62.5% | +62.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling