+263.7%
URI vs DUOL
+11.3%
+252.4%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DUOL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -4.1% | +3.1% | -0.6% |
| 7D | +9.3% | +0.3% | +9.1% | +9.3% |
| 30D | +7.6% | +12.4% | -4.8% | +5.8% |
| 3M | +1.0% | +16.9% | -15.9% | -1.7% |
| 6M | +19.8% | +48.5% | -28.6% | +12.0% |
| YTD | +41.9% | -10.3% | +52.2% | +41.0% |
| 1Y | +33.4% | -15.6% | +49.0% | +33.5% |
| 3Y | +156.0% | -25.6% | +181.6% | +149.1% |
| 5Y | +209.5% | +1.5% | +208.0% | +163.0% |
| All | +263.7% | +11.3% | +252.4% | +210.6% |
Cumulative growth
Daily Returns
Daily percentage return beside DUOL.
Daily Out/Under-Performance
Portfolio return minus DUOL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DUOL 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 DUOL 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