+9.0%
DUOL vs UDR
-20.5%
+29.5%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-08.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | -0.7% | -4.5% | -4.8% |
| 7D | -7.8% | -2.1% | -5.7% | -6.8% |
| 30D | +11.8% | -5.6% | +17.5% | +15.2% |
| 3M | +24.1% | -5.8% | +29.9% | +27.8% |
| 6M | +43.6% | -1.1% | +44.7% | +43.3% |
| YTD | -16.6% | +1.6% | -18.2% | -18.5% |
| 1Y | -46.0% | -2.7% | -43.4% | -45.9% |
| 3Y | -6.5% | +6.3% | -12.8% | -11.7% |
| 5Y | -7.4% | -19.3% | +11.9% | +0.7% |
| All | +9.0% | -20.5% | +29.5% | +16.5% |
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 1990-01-01 to 2026-09-08: 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…
1990-01-01 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling