-38.5%
DUOL vs UDR
+14.9%
-53.4%
-65.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +26.0% | +3.6% | +22.4% | +24.6% |
| 7D | +19.3% | +7.2% | +12.0% | +17.2% |
| 30D | +9.6% | +10.5% | -0.8% | +7.4% |
| 3M | +17.1% | -2.3% | +19.3% | +16.0% |
| 6M | +46.3% | +4.0% | +42.3% | +44.7% |
| YTD | -8.1% | +5.6% | -13.7% | -10.8% |
| 1Y | -38.5% | +13.0% | -51.5% | -48.9% |
| All | -38.5% | +14.9% | -53.4% | -48.9% |
Cumulative growth
Daily Returns
Daily percentage return beside UDR.
Daily Out/Under-Performance
Portfolio return minus UDR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UDR 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 1y: compounded portfolio wealth divided by compounded UDR 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…
1y analysis · Full analysis span regression · 6 months rolling