+823.6%
DUK vs URI
+7,134.6%
-6,311.0%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | URI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.6% | -2.6% | -1.1% |
| 7D | 0.0% | -2.0% | +2.0% | +0.1% |
| 30D | -1.7% | -12.9% | +11.3% | -0.7% |
| 3M | -0.4% | -6.7% | +6.3% | -0.1% |
| 6M | -7.2% | +19.0% | -26.2% | -8.8% |
| YTD | +5.3% | +25.5% | -20.3% | +2.8% |
| 1Y | +3.0% | +5.5% | -2.6% | +1.8% |
| 3Y | +53.1% | +111.3% | -58.2% | +41.6% |
| 5Y | +37.9% | +198.6% | -160.6% | +22.8% |
| 10Y | +124.8% | +1,179.9% | -1,055.1% | +72.7% |
| All | +823.6% | +7,134.6% | -6,311.0% | +482.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling