+109.4%
BTI vs DUOL
-1.5%
+110.9%
-29.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DUOL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -4.9% | +3.4% | -1.4% |
| 7D | -2.4% | -11.8% | +9.4% | -2.2% |
| 30D | -4.8% | +1.5% | -6.3% | -4.8% |
| 3M | -8.1% | +18.1% | -26.3% | -8.4% |
| 6M | -4.2% | +38.7% | -42.8% | -4.8% |
| YTD | -1.3% | -20.7% | +19.4% | -0.9% |
| 1Y | +2.1% | -49.1% | +51.2% | +3.2% |
| 3Y | +108.9% | -11.0% | +120.0% | +104.4% |
| 5Y | +114.5% | -18.0% | +132.4% | +103.5% |
| All | +109.4% | -1.5% | +110.9% | +98.0% |
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