+48.5%
BN vs DUOL
+16.9%
+31.6%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DUOL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +5.0% | -6.6% | -2.4% |
| 7D | -1.0% | +3.0% | -4.0% | -1.5% |
| 30D | +14.0% | +18.3% | -4.3% | +10.5% |
| 3M | -9.0% | +14.7% | -23.7% | -11.7% |
| 6M | -8.8% | +57.5% | -66.3% | -16.4% |
| YTD | -10.3% | -5.8% | -4.5% | -11.6% |
| 1Y | -5.8% | -11.4% | +5.6% | -6.5% |
| 3Y | +94.8% | -22.5% | +117.3% | +87.8% |
| 5Y | +31.5% | +6.6% | +24.8% | +9.1% |
| All | +48.5% | +16.9% | +31.6% | +23.8% |
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