+156.8%
DUK vs URI
+1,246.1%
-1,089.3%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | URI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +4.2% | -4.3% | -0.5% |
| 7D | -0.6% | +2.6% | -3.2% | -0.9% |
| 30D | +9.4% | +9.1% | +0.3% | +8.4% |
| 3M | +5.4% | +1.0% | +4.5% | +5.2% |
| 6M | +4.9% | +23.3% | -18.4% | +2.4% |
| YTD | +12.7% | +43.3% | -30.6% | +7.8% |
| 1Y | +7.8% | +35.9% | -28.2% | +3.6% |
| 3Y | +63.3% | +158.6% | -95.3% | +43.2% |
| 5Y | +54.2% | +213.1% | -158.9% | +29.5% |
| 10Y | +156.8% | +1,213.1% | -1,056.2% | +83.7% |
| All | +156.8% | +1,246.1% | -1,089.3% | +83.7% |
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