+74.9%
USAR vs DUOL
+3.0%
+71.9%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DUOL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.7% | +2.3% | -0.4% |
| 7D | -2.1% | +5.1% | -7.2% | -2.3% |
| 30D | +2.6% | +14.1% | -11.5% | +1.9% |
| 3M | -35.0% | +41.5% | -76.5% | -36.5% |
| 6M | -6.9% | +60.6% | -67.5% | -10.1% |
| YTD | +48.0% | -12.0% | +60.0% | +48.4% |
| 1Y | +24.8% | -43.4% | +68.2% | +27.4% |
| 3Y | +73.2% | +3.7% | +69.5% | +75.9% |
| All | +74.9% | +3.0% | +71.9% | +77.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling