+45.0%
BBY vs DUOL
-9.6%
+54.6%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DUOL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -1.0% | +4.1% | +3.2% |
| 7D | +0.6% | -7.0% | +7.6% | +1.5% |
| 30D | +9.4% | +6.7% | +2.7% | +8.3% |
| 3M | +19.3% | +16.0% | +3.3% | +16.5% |
| 6M | +47.9% | +45.4% | +2.5% | +39.9% |
| YTD | +39.6% | -18.1% | +57.7% | +41.4% |
| 1Y | +22.2% | -53.6% | +75.7% | +31.6% |
| 3Y | +45.0% | -11.0% | +55.9% | +40.1% |
| All | +45.0% | -9.6% | +54.6% | +40.1% |
Cumulative growth
Daily Returns
Daily percentage return beside DUOL.
Daily Out/Under-Performance
Portfolio return minus DUOL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DUOL 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 DUOL 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