+15.0%
DUOL vs UDR
-19.9%
+34.9%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | 0.0% | -2.8% | -2.8% |
| 7D | +5.1% | -2.0% | +7.1% | +6.2% |
| 30D | +14.1% | -5.2% | +19.3% | +17.4% |
| 3M | +41.5% | -5.8% | +47.3% | +45.6% |
| 6M | +60.6% | -1.7% | +62.3% | +60.7% |
| YTD | -12.0% | +2.4% | -14.4% | -14.4% |
| 1Y | -43.4% | -2.1% | -41.2% | -43.4% |
| 3Y | +3.7% | +4.2% | -0.5% | -0.8% |
| 5Y | -5.3% | -20.0% | +14.7% | +4.2% |
| All | +15.0% | -19.9% | +34.9% | +22.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling