+66.9%
BROS vs DUOL
-12.4%
+79.3%
-47.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DUOL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -4.9% | +2.9% | -0.9% |
| 7D | -6.6% | -11.8% | +5.2% | -3.9% |
| 30D | -12.3% | +1.5% | -13.8% | -13.2% |
| 3M | -22.2% | +18.1% | -40.3% | -25.9% |
| 6M | -14.3% | +38.7% | -52.9% | -22.2% |
| YTD | -26.6% | -20.7% | -5.9% | -24.3% |
| 1Y | -31.5% | -49.1% | +17.6% | -22.8% |
| All | +66.9% | -12.4% | +79.3% | +75.3% |
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