+7.0%
DUOL vs UTHR
+168.3%
-161.3%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.3% | +0.3% | -0.9% |
| 7D | -7.0% | +1.9% | -8.9% | -7.2% |
| 30D | +6.7% | -2.9% | +9.6% | +7.0% |
| 3M | +16.0% | -8.9% | +24.9% | +17.0% |
| 6M | +45.4% | -8.7% | +54.1% | +46.2% |
| YTD | -18.1% | +2.0% | -20.2% | -19.0% |
| 1Y | -53.6% | +22.8% | -76.3% | -55.5% |
| 3Y | -11.0% | +120.6% | -131.6% | -24.4% |
| 5Y | -17.1% | +136.4% | -153.6% | -33.3% |
| All | +7.0% | +168.3% | -161.3% | -12.5% |
Cumulative growth
Daily Returns
Daily percentage return beside UTHR.
Daily Out/Under-Performance
Portfolio return minus UTHR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UTHR 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 UTHR 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