+18.4%
BROS vs DUOL
-10.0%
+28.5%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DUOL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | +4.3% | -7.6% | -4.6% |
| 7D | -6.1% | -8.6% | +2.5% | -3.6% |
| 30D | -12.4% | +7.2% | -19.5% | -14.9% |
| 3M | -27.9% | +19.1% | -47.0% | -32.7% |
| 6M | -16.8% | +52.5% | -69.3% | -28.8% |
| YTD | -29.0% | -17.3% | -11.8% | -27.4% |
| 1Y | -33.2% | -49.2% | +16.0% | -22.4% |
| 3Y | +56.8% | -7.3% | +64.0% | +37.3% |
| All | +18.4% | -10.0% | +28.5% | -3.4% |
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