+884.1%
DUK vs URI
+7,982.2%
-7,098.0%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | URI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +6.9% | -6.6% | -0.3% |
| 7D | -0.2% | -4.0% | +3.8% | 0.0% |
| 30D | +9.8% | +6.8% | +3.0% | +9.2% |
| 3M | +3.5% | -2.8% | +6.3% | +3.6% |
| 6M | +5.0% | +20.9% | -15.9% | +3.2% |
| YTD | +12.2% | +40.2% | -28.1% | +8.5% |
| 1Y | +7.2% | +34.1% | -26.9% | +4.0% |
| 3Y | +63.0% | +164.1% | -101.1% | +48.2% |
| 5Y | +52.3% | +199.3% | -147.0% | +35.6% |
| 10Y | +148.5% | +1,218.8% | -1,070.3% | +90.5% |
| All | +884.1% | +7,982.2% | -7,098.0% | +514.5% |
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 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