-10.1%
DUOL vs UEC
+134.5%
-144.5%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -5.0% | +9.3% | +4.7% |
| 7D | -8.6% | -4.3% | -4.3% | -8.3% |
| 30D | +7.2% | -3.8% | +11.0% | +7.1% |
| 3M | +19.1% | +17.0% | +2.1% | +16.6% |
| 6M | +52.5% | -23.9% | +76.4% | +53.8% |
| YTD | -17.3% | -5.7% | -11.6% | -20.4% |
| 1Y | -49.2% | -12.5% | -36.7% | -51.1% |
| All | -10.1% | +134.5% | -144.5% | -28.4% |
Cumulative growth
Daily Returns
Daily percentage return beside UEC.
Daily Out/Under-Performance
Portfolio return minus UEC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UEC 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 UEC 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