+252.2%
URI vs DUOL
+10.8%
+241.4%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DUOL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +1.6% | -3.6% | -2.2% |
| 7D | -6.0% | +22.4% | -28.4% | -8.4% |
| 30D | +4.6% | +4.5% | +0.1% | +3.6% |
| 3M | -2.7% | +14.2% | -16.9% | -5.1% |
| 6M | +18.4% | +45.1% | -26.7% | +10.9% |
| YTD | +37.4% | -10.7% | +48.1% | +36.6% |
| 1Y | +30.4% | -18.7% | +49.1% | +31.1% |
| 3Y | +147.9% | -25.9% | +173.8% | +141.3% |
| 5Y | +202.1% | +5.8% | +196.2% | +156.9% |
| All | +252.2% | +10.8% | +241.4% | +200.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling