+327.6%
DUK vs URA
-31.1%
+358.7%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.8% | -1.8% | -1.0% |
| 7D | 0.0% | +1.1% | -1.1% | -0.1% |
| 30D | -1.7% | +7.4% | -9.1% | -2.3% |
| 3M | -0.4% | -8.4% | +7.9% | 0.0% |
| 6M | -7.2% | -12.7% | +5.5% | -6.7% |
| YTD | +5.3% | +7.8% | -2.5% | +3.5% |
| 1Y | +3.0% | +19.5% | -16.5% | -0.3% |
| 3Y | +53.1% | +116.4% | -63.4% | +36.8% |
| 5Y | +37.9% | +134.3% | -96.4% | +19.2% |
| 10Y | +124.8% | +359.3% | -234.4% | +67.9% |
| All | +327.6% | -31.1% | +358.7% | +271.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling