-10.7%
BDX vs DUOL
-8.7%
-2.0%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DUOL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +4.3% | -6.1% | -1.9% |
| 7D | -5.4% | -8.6% | +3.2% | -5.3% |
| 30D | -2.2% | +7.2% | -9.4% | -2.3% |
| 3M | +20.1% | +19.1% | +1.0% | +19.8% |
| 6M | +9.1% | +52.5% | -43.5% | +8.6% |
| YTD | +17.9% | -17.3% | +35.2% | +17.5% |
| 1Y | +22.1% | -49.2% | +71.3% | +22.2% |
| All | -10.7% | -8.7% | -2.0% | -4.7% |
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