-19.2%
DHR vs DUOL
-1.5%
-17.6%
-43.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DUOL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -4.9% | +4.7% | +0.2% |
| 7D | -2.4% | -11.8% | +9.4% | -1.4% |
| 30D | -2.2% | +1.5% | -3.7% | -2.4% |
| 3M | +9.0% | +18.1% | -9.2% | +7.2% |
| 6M | +3.5% | +38.7% | -35.2% | +0.2% |
| YTD | -10.1% | -20.7% | +10.5% | -9.3% |
| 1Y | +6.2% | -49.1% | +55.3% | +10.3% |
| 3Y | -5.4% | -11.0% | +5.7% | -10.2% |
| 5Y | -27.9% | -18.0% | -9.9% | -35.6% |
| All | -19.2% | -1.5% | -17.6% | -29.3% |
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