+64.2%
BURL vs DUOL
+3.9%
+60.3%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DUOL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -2.7% | +5.4% | +2.9% |
| 7D | -2.8% | +5.1% | -7.9% | -3.3% |
| 30D | -28.2% | +14.1% | -42.3% | -29.3% |
| 3M | -17.6% | +41.5% | -59.1% | -20.9% |
| 6M | -11.8% | +60.6% | -72.4% | -17.0% |
| YTD | -8.1% | -12.0% | +3.8% | -7.7% |
| 1Y | -12.0% | -43.4% | +31.4% | -7.6% |
| All | +64.2% | +3.9% | +60.3% | +56.3% |
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