-14.4%
BN vs DUOL
-47.0%
+32.7%
-22.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DUOL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +4.3% | -5.5% | -1.6% |
| 7D | -5.9% | -8.6% | +2.7% | -5.0% |
| 30D | -15.1% | +7.2% | -22.2% | -15.8% |
| 3M | -14.6% | +19.1% | -33.6% | -16.5% |
| 6M | -8.4% | +52.5% | -60.9% | -13.8% |
| YTD | -16.8% | -17.3% | +0.5% | -16.5% |
| 1Y | -14.4% | -49.2% | +34.9% | -10.2% |
| All | -14.4% | -47.0% | +32.7% | -10.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling