-13.7%
DUOL vs UTHR
+125.3%
-139.0%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | +1.8% | -6.7% | -4.9% |
| 7D | -11.8% | +3.0% | -14.8% | -11.8% |
| 30D | +1.5% | -4.3% | +5.8% | +1.6% |
| 3M | +18.1% | -8.4% | +26.5% | +18.4% |
| 6M | +38.7% | -4.2% | +42.9% | +38.5% |
| YTD | -20.7% | +4.0% | -24.7% | -21.2% |
| 1Y | -49.1% | +25.5% | -74.6% | -50.2% |
| All | -13.7% | +125.3% | -139.0% | -6.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling