+74.2%
BHP vs DUOL
+1.6%
+72.6%
-37.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DUOL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.0% | +0.8% | -0.2% |
| 7D | -3.6% | -7.0% | +3.4% | -3.2% |
| 30D | -1.2% | +6.7% | -7.9% | -1.7% |
| 3M | +1.2% | +16.0% | -14.8% | -0.2% |
| 6M | +21.4% | +45.4% | -24.0% | +17.4% |
| YTD | +50.4% | -18.1% | +68.5% | +51.5% |
| 1Y | +67.5% | -53.6% | +121.1% | +75.8% |
| 3Y | +72.8% | -11.0% | +83.8% | +66.8% |
| 5Y | +112.6% | -17.1% | +129.7% | +95.9% |
| All | +74.2% | +1.6% | +72.6% | +53.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling