+122.1%
URI vs DUOL
+2.2%
+119.9%
-37.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DUOL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -2.7% | +4.4% | +1.9% |
| 7D | -2.0% | +5.1% | -7.1% | -2.6% |
| 30D | -12.9% | +14.1% | -27.1% | -14.6% |
| 3M | -6.7% | +41.5% | -48.2% | -11.7% |
| 6M | +19.0% | +60.6% | -41.6% | +9.6% |
| YTD | +25.5% | -12.0% | +37.5% | +26.9% |
| 1Y | +5.5% | -43.4% | +48.9% | +13.0% |
| All | +122.1% | +2.2% | +119.9% | +99.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling