+224.5%
USO vs DUOL
-15.6%
+240.1%
-36.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DUOL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | +4.3% | +1.4% | +5.5% |
| 7D | +11.5% | -8.6% | +20.1% | +11.8% |
| 30D | +24.1% | +7.2% | +16.9% | +23.7% |
| 3M | +17.9% | +19.1% | -1.1% | +16.9% |
| 6M | +49.6% | +52.5% | -2.9% | +46.5% |
| YTD | +129.0% | -17.3% | +146.3% | +129.9% |
| 1Y | +112.0% | -49.2% | +161.2% | +117.0% |
| 3Y | +102.3% | -7.3% | +109.5% | +99.6% |
| 5Y | +224.5% | -16.3% | +240.8% | +205.1% |
| All | +224.5% | -15.6% | +240.1% | +205.1% |
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