+113.1%
BHP vs DUOL
-15.6%
+128.7%
-37.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DUOL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | +4.3% | -9.6% | -5.6% |
| 7D | -3.7% | -8.6% | +4.9% | -3.2% |
| 30D | -0.8% | +7.2% | -8.0% | -1.4% |
| 3M | +7.6% | +19.1% | -11.5% | +6.0% |
| 6M | +20.8% | +52.5% | -31.7% | +16.5% |
| YTD | +50.8% | -17.3% | +68.0% | +51.8% |
| 1Y | +70.9% | -49.2% | +120.1% | +78.0% |
| 3Y | +78.0% | -7.3% | +85.3% | +71.4% |
| 5Y | +113.1% | -16.3% | +129.4% | +92.5% |
| All | +113.1% | -15.6% | +128.7% | +92.5% |
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 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