-99.8%
BIYA vs DUOL
-48.6%
-51.2%
-99.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DUOL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -2.7% | +1.0% | -1.5% |
| 7D | +1.3% | +5.1% | -3.7% | +0.8% |
| 30D | -21.0% | +14.1% | -35.1% | -22.3% |
| 3M | -74.3% | +41.5% | -115.8% | -74.0% |
| 6M | -84.6% | +60.6% | -145.2% | -83.9% |
| YTD | -94.2% | -12.0% | -82.2% | -94.8% |
| 1Y | -98.2% | -43.4% | -54.9% | -98.5% |
| All | -99.8% | -48.6% | -51.2% | -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 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