-43.4%
DUOL vs UDR
-1.4%
-42.0%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | 0.0% | -2.8% | -2.8% |
| 7D | +5.1% | -2.0% | +7.1% | +5.6% |
| 30D | +14.1% | -5.2% | +19.3% | +15.4% |
| 3M | +41.5% | -5.8% | +47.3% | +43.4% |
| 6M | +60.6% | -1.7% | +62.3% | +62.3% |
| YTD | -12.0% | +2.4% | -14.4% | -14.1% |
| 1Y | -43.4% | -2.1% | -41.2% | -43.1% |
| All | -43.4% | -1.4% | -42.0% | -43.1% |
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