+433.9%
BTSG vs DUOL
-25.5%
+459.4%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DUOL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -1.0% | +2.5% | +1.6% |
| 7D | -3.3% | -7.0% | +3.7% | -2.5% |
| 30D | -1.6% | +6.7% | -8.3% | -2.7% |
| 3M | -6.9% | +16.0% | -22.9% | -9.5% |
| 6M | +42.1% | +45.4% | -3.3% | +33.0% |
| YTD | +56.8% | -18.1% | +75.0% | +59.3% |
| 1Y | +109.8% | -53.6% | +163.4% | +131.5% |
| All | +433.9% | -25.5% | +459.4% | +482.1% |
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