-44.8%
BIDU vs DUOL
-1.5%
-43.3%
-57.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DUOL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -4.9% | +4.3% | +0.4% |
| 7D | -2.4% | -11.8% | +9.3% | 0.0% |
| 30D | -16.0% | +1.5% | -17.4% | -16.6% |
| 3M | -24.0% | +18.1% | -42.2% | -27.7% |
| 6M | -24.9% | +38.7% | -63.5% | -31.6% |
| YTD | -29.6% | -20.7% | -8.9% | -28.1% |
| 1Y | -15.2% | -49.1% | +33.9% | -6.1% |
| 3Y | -32.2% | -11.0% | -21.1% | -43.6% |
| 5Y | -43.8% | -18.0% | -25.8% | -62.3% |
| All | -44.8% | -1.5% | -43.3% | -64.6% |
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