+131.8%
DUK vs URI
+1,196.9%
-1,065.1%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | URI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.3% | -2.0% | -0.8% |
| 7D | -0.1% | +5.0% | -5.1% | -0.6% |
| 30D | +0.2% | -9.4% | +9.7% | +1.1% |
| 3M | -1.9% | -5.8% | +3.9% | -1.5% |
| 6M | -6.5% | +25.8% | -32.3% | -8.9% |
| YTD | +5.4% | +27.9% | -22.4% | +2.2% |
| 1Y | +3.6% | +9.7% | -6.2% | +1.8% |
| 3Y | +48.1% | +128.0% | -79.9% | +32.2% |
| 5Y | +39.6% | +212.4% | -172.8% | +17.8% |
| 10Y | +131.8% | +1,271.8% | -1,140.0% | +64.0% |
| All | +131.8% | +1,196.9% | -1,065.1% | +64.0% |
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