+227.9%
URI vs DUOL
-1.5%
+229.4%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DUOL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -4.9% | +6.2% | +1.9% |
| 7D | +5.0% | -11.8% | +16.8% | +6.5% |
| 30D | -9.4% | +1.5% | -10.9% | -9.9% |
| 3M | -5.8% | +18.1% | -24.0% | -8.8% |
| 6M | +25.8% | +38.7% | -12.8% | +18.5% |
| YTD | +27.9% | -20.7% | +48.5% | +29.7% |
| 1Y | +9.7% | -49.1% | +58.8% | +17.1% |
| 3Y | +128.0% | -11.0% | +139.0% | +116.8% |
| 5Y | +212.4% | -18.0% | +230.4% | +169.5% |
| All | +227.9% | -1.5% | +229.4% | +185.7% |
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