+468.7%
BTSG vs DUOL
-24.0%
+492.8%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DUOL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | -5.2% | +8.2% | +3.6% |
| 7D | +5.7% | -7.8% | +13.5% | +6.8% |
| 30D | +0.2% | +11.8% | -11.6% | -1.5% |
| 3M | +5.6% | +24.1% | -18.5% | +1.8% |
| 6M | +50.8% | +43.6% | +7.2% | +41.5% |
| YTD | +67.0% | -16.6% | +83.6% | +69.4% |
| 1Y | +145.5% | -46.0% | +191.6% | +163.5% |
| All | +468.7% | -24.0% | +492.8% | +518.9% |
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