+45.8%
BN vs DUOL
+9.2%
+36.6%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DUOL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.7% | +2.5% | +0.1% |
| 7D | -2.5% | +5.1% | -7.6% | -3.3% |
| 30D | -9.5% | +14.1% | -23.6% | -11.6% |
| 3M | -10.4% | +41.5% | -51.9% | -15.7% |
| 6M | -6.4% | +60.6% | -67.0% | -14.2% |
| YTD | -11.9% | -12.0% | +0.1% | -11.6% |
| 1Y | -8.6% | -43.4% | +34.7% | -3.1% |
| 3Y | +77.6% | +3.7% | +73.8% | +64.0% |
| 5Y | +37.0% | -5.3% | +42.3% | +16.5% |
| All | +45.8% | +9.2% | +36.6% | +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 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