-10.1%
DUOL vs UDR
+3.4%
-13.4%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -0.7% | +5.0% | +4.6% |
| 7D | -8.6% | -3.4% | -5.2% | -7.2% |
| 30D | +7.2% | -5.4% | +12.6% | +9.8% |
| 3M | +19.1% | -10.0% | +29.0% | +24.3% |
| 6M | +52.5% | -2.5% | +55.1% | +53.1% |
| YTD | -17.3% | -1.1% | -16.2% | -18.0% |
| 1Y | -49.2% | -3.9% | -45.3% | -48.9% |
| All | -10.1% | +3.4% | -13.4% | -2.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling