+10.8%
BTDR vs DUOL
-8.7%
+19.5%
-78.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DUOL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.5% | +4.3% | -10.7% | -7.7% |
| 7D | -3.2% | -8.6% | +5.4% | -0.8% |
| 30D | +32.7% | +7.2% | +25.5% | +28.5% |
| 3M | -28.4% | +19.1% | -47.4% | -34.5% |
| 6M | +51.7% | +52.5% | -0.8% | +25.3% |
| YTD | +2.9% | -17.3% | +20.1% | +4.6% |
| 1Y | -15.5% | -49.2% | +33.8% | +1.7% |
| All | +10.8% | -8.7% | +19.5% | +13.2% |
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