+1.5%
BDX vs DUOL
-1.5%
+3.0%
-40.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DUOL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -4.9% | +5.9% | +1.1% |
| 7D | -3.6% | -11.8% | +8.2% | -3.3% |
| 30D | +0.7% | +1.5% | -0.8% | +0.6% |
| 3M | +19.0% | +18.1% | +0.8% | +18.5% |
| 6M | +10.8% | +38.7% | -27.9% | +10.0% |
| YTD | +20.1% | -20.7% | +40.8% | +20.3% |
| 1Y | +23.1% | -49.1% | +72.2% | +24.1% |
| 3Y | -8.8% | -11.0% | +2.2% | -9.2% |
| 5Y | -1.4% | -18.0% | +16.5% | -3.2% |
| All | +1.5% | -1.5% | +3.0% | -0.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling