-16.3%
DUOL vs UTHR
+138.8%
-155.0%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -0.6% | +4.8% | +4.3% |
| 7D | -8.6% | +2.8% | -11.4% | -8.9% |
| 30D | +7.2% | -2.3% | +9.4% | +7.4% |
| 3M | +19.1% | -7.4% | +26.5% | +20.0% |
| 6M | +52.5% | -6.0% | +58.5% | +52.9% |
| YTD | -17.3% | +3.4% | -20.7% | -18.4% |
| 1Y | -49.2% | +27.1% | -76.3% | -51.8% |
| 3Y | -7.3% | +123.8% | -131.1% | -23.7% |
| 5Y | -16.3% | +139.6% | -155.9% | -27.0% |
| All | -16.3% | +138.8% | -155.0% | -27.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling