+221.9%
URI vs DUOL
+9.2%
+212.7%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -14.7% |
| 3M | -6.7% | +41.5% | -48.2% | -11.7% |
| 6M | +19.0% | +60.6% | -41.6% | +10.1% |
| YTD | +25.5% | -12.0% | +37.5% | +25.8% |
| 1Y | +5.5% | -43.4% | +48.9% | +11.3% |
| 3Y | +111.3% | +3.7% | +107.6% | +97.3% |
| 5Y | +198.6% | -5.3% | +203.8% | +154.6% |
| All | +221.9% | +9.2% | +212.7% | +177.2% |
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