+118.3%
BTI vs DUOL
-17.6%
+135.9%
-29.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DUOL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.0% | +1.7% | +0.7% |
| 7D | -0.2% | -7.0% | +6.8% | -0.1% |
| 30D | -1.1% | +6.7% | -7.8% | -1.2% |
| 3M | -8.8% | +16.0% | -24.8% | -9.0% |
| 6M | -4.0% | +45.4% | -49.4% | -4.7% |
| YTD | +0.4% | -18.1% | +18.5% | +0.7% |
| 1Y | +1.9% | -53.6% | +55.5% | +3.3% |
| 3Y | +108.5% | -11.0% | +119.5% | +103.8% |
| All | +118.3% | -17.6% | +135.9% | +106.2% |
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 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