+63.0%
DUK vs URI
+161.0%
-97.9%
-13.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | URI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +6.9% | -6.6% | +0.2% |
| 7D | -0.2% | -4.0% | +3.8% | -0.2% |
| 30D | +9.8% | +6.8% | +3.0% | +9.7% |
| 3M | +3.5% | -2.8% | +6.3% | +3.5% |
| 6M | +5.0% | +20.9% | -15.9% | +4.8% |
| YTD | +12.2% | +40.2% | -28.1% | +11.8% |
| 1Y | +7.2% | +34.1% | -26.9% | +6.9% |
| 3Y | +63.0% | +164.1% | -101.1% | +56.7% |
| All | +63.0% | +161.0% | -97.9% | +56.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling