-7.8%
BRO vs DUOL
-9.6%
+1.8%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DUOL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.0% | +0.8% | -0.1% |
| 7D | -7.3% | -7.0% | -0.3% | -6.7% |
| 30D | -6.9% | +6.7% | -13.6% | -7.4% |
| 3M | +10.7% | +16.0% | -5.4% | +9.1% |
| 6M | -2.7% | +45.4% | -48.1% | -5.8% |
| YTD | -16.3% | -18.1% | +1.8% | -16.1% |
| 1Y | -29.1% | -53.6% | +24.5% | -26.6% |
| 3Y | -7.8% | -11.0% | +3.1% | -8.5% |
| All | -7.8% | -9.6% | +1.8% | -8.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling