+22.2%
DUOL vs URA
+112.2%
-89.9%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | +1.5% | +3.3% | +4.2% |
| 7D | +1.8% | +2.9% | -1.1% | +0.5% |
| 30D | +11.1% | -10.8% | +21.9% | +15.2% |
| 3M | +21.2% | -25.5% | +46.7% | +32.8% |
| 6M | +56.1% | -41.2% | +97.3% | +84.8% |
| YTD | -6.5% | -21.3% | +14.8% | -6.8% |
| 1Y | -15.8% | -25.7% | +9.9% | -14.1% |
| 3Y | -22.4% | +43.1% | -65.5% | -48.1% |
| 5Y | +8.3% | +35.6% | -27.3% | -32.9% |
| All | +22.2% | +112.2% | -89.9% | -39.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling