+86.6%
BURL vs DUOL
-0.2%
+86.8%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DUOL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +2.2% | -3.8% | -1.8% |
| 7D | +4.1% | +21.9% | -17.8% | +1.6% |
| 30D | -9.5% | +5.7% | -15.2% | -10.4% |
| 3M | -33.5% | +30.9% | -64.4% | -35.8% |
| 6M | -22.1% | +52.8% | -74.8% | -26.4% |
| YTD | -14.6% | -8.6% | -6.0% | -15.0% |
| 1Y | -8.4% | -17.2% | +8.8% | -7.9% |
| 3Y | +86.6% | +2.0% | +84.6% | +90.7% |
| All | +86.6% | -0.2% | +86.8% | +90.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling