+27.0%
BROS vs DUOL
-4.3%
+31.2%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DUOL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -2.7% | +3.5% | +1.6% |
| 7D | -6.7% | +5.1% | -11.8% | -8.3% |
| 30D | -29.1% | +14.1% | -43.2% | -32.1% |
| 3M | -16.7% | +41.5% | -58.2% | -26.1% |
| 6M | -11.6% | +60.6% | -72.2% | -25.5% |
| YTD | -23.9% | -12.0% | -11.9% | -23.5% |
| 1Y | -34.8% | -43.4% | +8.6% | -26.7% |
| 3Y | +62.1% | +3.7% | +58.4% | +36.8% |
| All | +27.0% | -4.3% | +31.2% | +1.9% |
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