-99.8%
BIYA vs DUOL
-52.2%
-47.6%
-99.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DUOL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.0% | -1.2% | -2.1% |
| 7D | -1.8% | -7.0% | +5.2% | -1.1% |
| 30D | -17.5% | +6.7% | -24.2% | -18.2% |
| 3M | -78.0% | +16.0% | -94.0% | -78.1% |
| 6M | -89.5% | +45.4% | -134.9% | -89.0% |
| YTD | -94.3% | -18.1% | -76.1% | -94.9% |
| 1Y | -98.6% | -53.6% | -45.0% | -98.8% |
| All | -99.8% | -52.2% | -47.6% | -99.8% |
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 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