-6.5%
DUOL vs URA
+121.0%
-127.5%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | +3.1% | -8.4% | -5.9% |
| 7D | -7.8% | +8.1% | -15.9% | -9.4% |
| 30D | +11.8% | +5.8% | +6.1% | +10.0% |
| 3M | +24.1% | +3.4% | +20.7% | +22.3% |
| 6M | +43.6% | -2.6% | +46.3% | +41.5% |
| YTD | -16.6% | +11.2% | -27.8% | -23.4% |
| 1Y | -46.0% | +19.8% | -65.9% | -52.4% |
| 3Y | -6.5% | +121.5% | -127.9% | -38.5% |
| All | -6.5% | +121.0% | -127.5% | -38.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling