+9.0%
DUOL vs UTHR
+168.8%
-159.8%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | +2.1% | -7.3% | -5.4% |
| 7D | -7.8% | -2.9% | -4.9% | -7.5% |
| 30D | +11.8% | -7.6% | +19.4% | +12.6% |
| 3M | +24.1% | -8.6% | +32.7% | +25.1% |
| 6M | +43.6% | +4.1% | +39.5% | +42.1% |
| YTD | -16.6% | +2.2% | -18.8% | -17.5% |
| 1Y | -46.0% | +26.2% | -72.2% | -48.5% |
| 3Y | -6.5% | +121.2% | -127.7% | -20.6% |
| 5Y | -7.4% | +136.5% | -144.0% | -25.5% |
| All | +9.0% | +168.8% | -159.8% | -10.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling