+33.2%
BN vs DUOL
-11.2%
+44.4%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DUOL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -4.9% | +3.0% | -1.2% |
| 7D | -3.0% | -11.8% | +8.8% | -1.1% |
| 30D | -13.0% | +1.5% | -14.5% | -13.4% |
| 3M | -15.2% | +18.1% | -33.4% | -18.1% |
| 6M | -5.9% | +38.7% | -44.6% | -11.9% |
| YTD | -15.8% | -20.7% | +4.9% | -14.2% |
| 1Y | -12.2% | -49.1% | +36.9% | -5.2% |
| 3Y | +72.2% | -11.0% | +83.2% | +62.3% |
| 5Y | +33.2% | -18.0% | +51.2% | +13.8% |
| All | +33.2% | -11.2% | +44.4% | +13.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling