+7.0%
DUOL vs URA
+174.5%
-167.5%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -3.3% | +2.2% | +0.2% |
| 7D | -7.0% | -5.5% | -1.5% | -5.2% |
| 30D | +6.7% | -3.7% | +10.4% | +7.4% |
| 3M | +16.0% | -2.9% | +18.9% | +15.3% |
| 6M | +45.4% | -15.2% | +60.7% | +49.3% |
| YTD | -18.1% | +1.9% | -20.0% | -25.1% |
| 1Y | -53.6% | +6.9% | -60.5% | -59.4% |
| 3Y | -11.0% | +99.6% | -110.6% | -47.9% |
| 5Y | -17.1% | +101.2% | -118.3% | -56.1% |
| All | +7.0% | +174.5% | -167.5% | -51.0% |
Cumulative growth
Daily Returns
Daily percentage return beside URA.
Daily Out/Under-Performance
Portfolio return minus URA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × URA 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 10y: compounded portfolio wealth divided by compounded URA 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…
10y analysis · Full analysis span regression · 6 months rolling