-11.0%
DUOL vs INVH
-9.7%
-1.3%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | INVH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.1% | -0.9% | -1.0% |
| 7D | -7.0% | -3.0% | -4.0% | -6.1% |
| 30D | +6.7% | -7.5% | +14.2% | +9.5% |
| 3M | +16.0% | -5.5% | +21.5% | +18.1% |
| 6M | +45.4% | +11.7% | +33.7% | +39.1% |
| YTD | -18.1% | +1.3% | -19.5% | -19.0% |
| 1Y | -53.6% | -6.1% | -47.5% | -52.2% |
| 3Y | -11.0% | -9.8% | -1.2% | -10.2% |
| All | -11.0% | -9.7% | -1.3% | -10.2% |
Cumulative growth
Daily Returns
Daily percentage return beside INVH.
Daily Out/Under-Performance
Portfolio return minus INVH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × INVH 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 3y: compounded portfolio wealth divided by compounded INVH 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…
3y analysis · Full analysis span regression · 6 months rolling