+3.7%
DUOL vs CHD
+16.7%
-12.9%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -1.4% | -3.5% | -4.9% |
| 7D | -11.8% | -4.2% | -7.6% | -11.8% |
| 30D | +1.5% | -7.6% | +9.1% | +1.4% |
| 3M | +18.1% | -1.6% | +19.7% | +18.2% |
| 6M | +38.7% | -6.3% | +45.0% | +38.5% |
| YTD | -20.7% | +14.6% | -35.3% | -20.6% |
| 1Y | -49.1% | +1.6% | -50.7% | -49.2% |
| 3Y | -11.0% | +3.1% | -14.2% | -12.5% |
| 5Y | -18.0% | +21.1% | -39.0% | -16.9% |
| All | +3.7% | +16.7% | -12.9% | +3.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling