+125.9%
DUK vs URA
+361.2%
-235.3%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -4.0% | +3.1% | -0.6% |
| 7D | -1.7% | -1.5% | -0.1% | -1.6% |
| 30D | -2.2% | -0.4% | -1.9% | -2.3% |
| 3M | -3.7% | +6.3% | -10.0% | -4.3% |
| 6M | -6.3% | -14.0% | +7.6% | -5.7% |
| YTD | +4.5% | +5.3% | -0.8% | +3.0% |
| 1Y | +1.8% | +11.7% | -9.9% | -0.7% |
| 3Y | +46.8% | +109.8% | -63.0% | +31.3% |
| 5Y | +40.2% | +108.0% | -67.7% | +22.7% |
| All | +125.9% | +361.2% | -235.3% | +47.9% |
Cumulative growth
Daily Returns
Daily percentage return beside URA.
Daily Out/Under-Performance
Portfolio return minus URA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × URA 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 URA 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