+19.6%
BTDR vs DUOL
+1.6%
+18.0%
-79.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DUOL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -1.0% | +4.7% | +3.9% |
| 7D | -3.4% | -7.0% | +3.6% | -2.5% |
| 30D | +32.6% | +6.7% | +25.9% | +30.8% |
| 3M | -32.2% | +16.0% | -48.3% | -34.7% |
| 6M | +52.4% | +45.4% | +6.9% | +41.1% |
| YTD | +6.7% | -18.1% | +24.8% | +7.3% |
| 1Y | -15.2% | -53.6% | +38.3% | -7.5% |
| 3Y | +14.9% | -11.0% | +25.9% | +22.1% |
| 5Y | +20.8% | -17.1% | +37.9% | +28.6% |
| All | +19.6% | +1.6% | +18.0% | +26.6% |
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