+49.1%
DUK vs URI
+126.5%
-77.3%
-11.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | URI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.5% | +0.3% | +0.8% |
| 7D | +0.7% | +2.5% | -1.8% | +0.7% |
| 30D | -2.0% | -12.5% | +10.5% | -1.9% |
| 3M | +0.2% | -6.2% | +6.4% | +0.3% |
| 6M | -6.9% | +25.9% | -32.8% | -7.3% |
| YTD | +6.1% | +26.2% | -20.0% | +5.6% |
| 1Y | +4.4% | +5.5% | -1.1% | +4.1% |
| 3Y | +49.1% | +125.0% | -75.9% | +39.5% |
| All | +49.1% | +126.5% | -77.3% | +39.5% |
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