+147.4%
URI vs DUOL
-0.2%
+147.6%
-37.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DUOL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +2.2% | -1.0% | +1.0% |
| 7D | -9.8% | +21.9% | -31.7% | -11.5% |
| 30D | +1.7% | +5.7% | -4.0% | +1.1% |
| 3M | -9.1% | +30.9% | -39.9% | -12.1% |
| 6M | +9.9% | +52.8% | -42.9% | +3.0% |
| YTD | +31.2% | -8.6% | +39.8% | +31.9% |
| 1Y | +25.9% | -17.2% | +43.1% | +28.2% |
| 3Y | +147.4% | +2.0% | +145.4% | +137.4% |
| All | +147.4% | -0.2% | +147.6% | +137.4% |
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