+357.4%
DUK vs URA
-51.6%
+409.0%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -3.8% | +3.7% | +0.2% |
| 7D | -1.1% | +4.5% | -5.6% | -1.5% |
| 30D | +8.8% | -13.4% | +22.2% | +9.9% |
| 3M | +5.0% | -28.4% | +33.5% | +7.6% |
| 6M | +4.6% | -40.5% | +45.1% | +8.5% |
| YTD | +12.6% | -24.3% | +36.8% | +13.6% |
| 1Y | +7.4% | -28.8% | +36.3% | +8.9% |
| 3Y | +63.1% | +37.6% | +25.5% | +51.5% |
| 5Y | +54.6% | +30.7% | +23.9% | +42.0% |
| 10Y | +156.5% | +266.8% | -110.3% | +94.1% |
| All | +357.4% | -51.6% | +409.0% | +308.3% |
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