+193.7%
USO vs DUOL
+3.5%
+190.2%
-36.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DUOL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -5.2% | +8.1% | +3.1% |
| 7D | +3.6% | -7.8% | +11.4% | +3.9% |
| 30D | +23.8% | +11.8% | +11.9% | +23.2% |
| 3M | +8.1% | +24.1% | -16.1% | +6.9% |
| 6M | +34.3% | +43.6% | -9.4% | +31.9% |
| YTD | +111.1% | -16.6% | +127.7% | +112.0% |
| 1Y | +99.9% | -46.0% | +146.0% | +104.0% |
| 3Y | +86.5% | -6.5% | +93.0% | +84.0% |
| 5Y | +200.5% | -7.4% | +207.9% | +181.9% |
| All | +193.7% | +3.5% | +190.2% | +170.9% |
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