+8.1%
DUOL vs INVH
-20.1%
+28.2%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INVH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -2.2% | +6.5% | +5.3% |
| 7D | -8.6% | -3.1% | -5.5% | -7.2% |
| 30D | +7.2% | -7.5% | +14.7% | +11.3% |
| 3M | +19.1% | -6.3% | +25.3% | +22.6% |
| 6M | +52.5% | +9.4% | +43.1% | +44.6% |
| YTD | -17.3% | +1.4% | -18.7% | -18.9% |
| 1Y | -49.2% | -4.1% | -45.1% | -48.5% |
| 3Y | -7.3% | -9.2% | +1.9% | -5.6% |
| 5Y | -16.3% | -19.6% | +3.4% | -11.6% |
| All | +8.1% | -20.1% | +28.2% | +11.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling