+211.5%
USO vs DUOL
+1.6%
+209.9%
-36.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DUOL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.0% | -1.2% | -2.2% |
| 7D | +9.1% | -7.0% | +16.1% | +9.4% |
| 30D | +21.7% | +6.7% | +15.0% | +21.3% |
| 3M | +20.2% | +16.0% | +4.2% | +19.3% |
| 6M | +43.4% | +45.4% | -2.1% | +40.7% |
| YTD | +124.0% | -18.1% | +142.1% | +125.0% |
| 1Y | +112.2% | -53.6% | +165.7% | +118.1% |
| 3Y | +97.7% | -11.0% | +108.6% | +95.4% |
| 5Y | +217.4% | -17.1% | +234.5% | +199.0% |
| All | +211.5% | +1.6% | +209.9% | +187.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling