-18.2%
BURL vs DUOL
+9.2%
-27.5%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DUOL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -2.7% | +5.4% | +3.0% |
| 7D | -2.8% | +5.1% | -7.9% | -3.5% |
| 30D | -28.2% | +14.1% | -42.3% | -29.7% |
| 3M | -17.6% | +41.5% | -59.1% | -21.9% |
| 6M | -11.8% | +60.6% | -72.4% | -18.4% |
| YTD | -8.1% | -12.0% | +3.8% | -7.9% |
| 1Y | -12.0% | -43.4% | +31.4% | -7.0% |
| 3Y | +63.3% | +3.7% | +59.6% | +48.8% |
| 5Y | -10.8% | -5.3% | -5.5% | -27.2% |
| All | -18.2% | +9.2% | -27.5% | -34.2% |
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