+426.2%
BTSG vs DUOL
-24.7%
+450.9%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DUOL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.6% | +4.3% | -10.9% | -7.1% |
| 7D | -5.8% | -8.6% | +2.8% | -4.8% |
| 30D | 0.0% | +7.2% | -7.2% | -1.2% |
| 3M | -4.5% | +19.1% | -23.5% | -7.5% |
| 6M | +40.0% | +52.5% | -12.5% | +30.2% |
| YTD | +54.6% | -17.3% | +71.8% | +56.8% |
| 1Y | +106.1% | -49.2% | +155.4% | +123.5% |
| All | +426.2% | -24.7% | +450.9% | +473.0% |
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 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