+162.6%
DUK vs URI
+1,173.3%
-1,010.8%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | URI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.3% | +2.6% | +1.4% |
| 7D | +1.9% | +6.7% | -4.8% | +1.3% |
| 30D | +8.9% | +8.9% | 0.0% | +7.9% |
| 3M | +5.6% | +0.5% | +5.0% | +5.3% |
| 6M | +7.0% | +20.7% | -13.7% | +4.6% |
| YTD | +14.0% | +40.0% | -26.0% | +9.3% |
| 1Y | +9.1% | +34.4% | -25.3% | +4.9% |
| 3Y | +67.6% | +149.5% | -81.9% | +47.4% |
| 5Y | +56.6% | +205.6% | -149.0% | +31.7% |
| All | +162.6% | +1,173.3% | -1,010.8% | +85.0% |
Cumulative growth
Daily Returns
Daily percentage return beside URI.
Daily Out/Under-Performance
Portfolio return minus URI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × URI 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 URI 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