+15.0%
DUOL vs URA
+190.5%
-175.4%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +0.8% | -3.5% | -3.0% |
| 7D | +5.1% | +1.1% | +4.0% | +4.5% |
| 30D | +14.1% | +7.4% | +6.8% | +10.4% |
| 3M | +41.5% | -8.4% | +49.9% | +43.9% |
| 6M | +60.6% | -12.7% | +73.3% | +63.1% |
| YTD | -12.0% | +7.8% | -19.8% | -21.0% |
| 1Y | -43.4% | +19.5% | -62.8% | -52.7% |
| 3Y | +3.7% | +116.4% | -112.7% | -41.3% |
| 5Y | -5.3% | +134.3% | -139.6% | -53.4% |
| All | +15.0% | +190.5% | -175.4% | -48.3% |
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