-9.5%
DUOL vs UTHR
+135.8%
-145.2%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +17.1% |
| 6M | +45.4% | -8.7% | +54.1% | +46.3% |
| YTD | -18.1% | +2.0% | -20.2% | -19.1% |
| 1Y | -53.6% | +22.8% | -76.3% | -55.7% |
| 3Y | -11.0% | +120.6% | -131.6% | -26.6% |
| All | -9.5% | +135.8% | -145.2% | -20.9% |
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