+363.3%
DUK vs URA
-52.4%
+415.7%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.6% | +2.9% | +1.4% |
| 7D | +1.9% | -1.5% | +3.5% | +2.0% |
| 30D | +8.9% | -10.4% | +19.3% | +9.7% |
| 3M | +5.6% | -29.6% | +35.2% | +8.3% |
| 6M | +7.0% | -40.3% | +47.2% | +10.9% |
| YTD | +14.0% | -25.5% | +39.5% | +15.2% |
| 1Y | +9.1% | -26.4% | +35.5% | +10.2% |
| 3Y | +67.6% | +31.4% | +36.1% | +56.4% |
| 5Y | +56.6% | +28.6% | +28.0% | +44.0% |
| 10Y | +159.8% | +260.9% | -101.1% | +96.8% |
| All | +363.3% | -52.4% | +415.7% | +314.1% |
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