+42.2%
BLK vs DUOL
+1.6%
+40.6%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DUOL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -1.0% | +2.6% | +1.7% |
| 7D | -3.3% | -7.0% | +3.7% | -2.6% |
| 30D | -6.5% | +6.7% | -13.2% | -7.3% |
| 3M | +6.7% | +16.0% | -9.3% | +4.5% |
| 6M | +14.7% | +45.4% | -30.7% | +9.0% |
| YTD | +2.5% | -18.1% | +20.7% | +3.6% |
| 1Y | -2.8% | -53.6% | +50.8% | +3.9% |
| 3Y | +65.9% | -11.0% | +76.8% | +57.6% |
| 5Y | +33.0% | -17.1% | +50.1% | +15.0% |
| All | +42.2% | +1.6% | +40.6% | +24.2% |
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