-69.4%
BTDR vs DUOL
-38.2%
-31.2%
-72.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DUOL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | +26.0% | -31.6% | -5.8% |
| 7D | -17.6% | +19.3% | -36.8% | -17.5% |
| 30D | -40.3% | +9.6% | -49.9% | -39.9% |
| 3M | -42.6% | +17.1% | -59.7% | -42.9% |
| 6M | -46.3% | +46.3% | -92.6% | -50.0% |
| YTD | -41.7% | -8.1% | -33.6% | -40.4% |
| 1Y | -69.4% | -38.5% | -30.9% | -64.8% |
| All | -69.4% | -38.2% | -31.2% | -64.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling