-10.6%
BITO vs DUOL
-12.4%
+1.9%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DUOL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +4.3% | -5.6% | -2.2% |
| 7D | -5.8% | -8.6% | +2.8% | -4.0% |
| 30D | +21.1% | +7.2% | +14.0% | +18.9% |
| 3M | +23.5% | +19.1% | +4.4% | +17.4% |
| 6M | +8.3% | +52.5% | -44.2% | -3.4% |
| YTD | -13.9% | -17.3% | +3.4% | -12.4% |
| 1Y | -34.5% | -49.2% | +14.7% | -26.8% |
| 3Y | +147.0% | -7.3% | +154.3% | +113.8% |
| All | -10.6% | -12.4% | +1.9% | -38.5% |
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 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