+9.0%
DUOL vs UEC
+450.5%
-441.4%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | +3.0% | -8.3% | -5.8% |
| 7D | -7.8% | +2.6% | -10.4% | -8.3% |
| 30D | +11.8% | +5.6% | +6.2% | +10.0% |
| 3M | +24.1% | -5.7% | +29.8% | +23.3% |
| 6M | +43.6% | -8.0% | +51.7% | +40.1% |
| YTD | -16.6% | +1.8% | -18.4% | -22.3% |
| 1Y | -46.0% | +0.6% | -46.6% | -50.6% |
| 3Y | -6.5% | +155.2% | -161.6% | -38.5% |
| 5Y | -7.4% | +305.8% | -313.2% | -52.1% |
| All | +9.0% | +450.5% | -441.4% | -43.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling