+7.0%
DUOL vs CHD
+15.4%
-8.4%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.2% | -1.2% | -1.0% |
| 7D | -7.0% | -4.5% | -2.5% | -7.0% |
| 30D | +6.7% | -6.7% | +13.4% | +6.6% |
| 3M | +16.0% | -2.7% | +18.7% | +16.0% |
| 6M | +45.4% | -4.9% | +50.4% | +45.4% |
| YTD | -18.1% | +13.3% | -31.5% | -18.1% |
| 1Y | -53.6% | +1.0% | -54.6% | -53.6% |
| 3Y | -11.0% | +1.3% | -12.3% | -12.4% |
| 5Y | -17.1% | +20.8% | -38.0% | -15.9% |
| All | +7.0% | +15.4% | -8.4% | +6.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CHD.
Daily Out/Under-Performance
Portfolio return minus CHD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CHD 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 10y: compounded portfolio wealth divided by compounded CHD 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…
10y analysis · Full analysis span regression · 6 months rolling