-5.3%
BURL vs DUOL
-38.2%
+32.9%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DUOL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.7% | +26.0% | -18.3% | +5.1% |
| 7D | +10.4% | +19.3% | -8.9% | +8.1% |
| 30D | -4.9% | +9.6% | -14.6% | -6.4% |
| 3M | -29.8% | +17.1% | -46.8% | -31.2% |
| 6M | -16.5% | +46.3% | -62.8% | -19.4% |
| YTD | -10.5% | -8.1% | -2.4% | -10.4% |
| 1Y | -5.3% | -38.5% | +33.1% | -2.6% |
| All | -5.3% | -38.2% | +32.9% | -2.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling