+37.7%
BEN vs DUOL
-15.6%
+53.3%
-47.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DUOL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +4.3% | -5.6% | -1.8% |
| 7D | +0.3% | -8.6% | +8.9% | +1.3% |
| 30D | +0.9% | +7.2% | -6.3% | -0.1% |
| 3M | +9.2% | +19.1% | -9.9% | +6.3% |
| 6M | +36.8% | +52.5% | -15.7% | +28.8% |
| YTD | +44.4% | -17.3% | +61.7% | +45.4% |
| 1Y | +45.8% | -49.2% | +95.1% | +54.1% |
| 3Y | +52.5% | -7.3% | +59.8% | +44.0% |
| 5Y | +37.7% | -16.3% | +54.0% | +16.8% |
| All | +37.7% | -15.6% | +53.3% | +16.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling