-2.1%
BROS vs DUOL
+2.5%
-4.6%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DUOL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.5% | +5.0% | +1.5% | +5.1% |
| 7D | +6.3% | +3.0% | +3.3% | +5.3% |
| 30D | -8.3% | +18.3% | -26.7% | -13.6% |
| 3M | -29.8% | +14.7% | -44.5% | -34.0% |
| 6M | -25.8% | +57.5% | -83.3% | -37.4% |
| YTD | -41.4% | -5.8% | -35.6% | -43.1% |
| 1Y | -35.2% | -11.4% | -23.8% | -36.2% |
| 3Y | +32.8% | -22.5% | +55.3% | +25.4% |
| 5Y | -42.2% | +6.6% | -48.8% | -54.4% |
| All | -2.1% | +2.5% | -4.6% | -24.2% |
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 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