+96.7%
BURL vs DUOL
-16.6%
+113.3%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DUOL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -3.8% | +8.1% | +4.7% |
| 7D | +7.7% | +14.0% | -6.3% | +5.7% |
| 30D | -7.1% | +2.9% | -10.0% | -7.9% |
| 3M | -30.3% | +17.8% | -48.1% | -32.0% |
| 6M | -15.5% | +42.8% | -58.4% | -19.8% |
| YTD | -11.0% | -12.1% | +1.1% | -11.0% |
| 1Y | -8.4% | -23.3% | +14.9% | -7.0% |
| 3Y | +96.7% | -24.0% | +120.7% | +95.4% |
| All | +96.7% | -16.6% | +113.3% | +95.4% |
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