+34.6%
BX vs DUOL
+1.6%
+33.0%
-49.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DUOL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -1.0% | +3.5% | +2.7% |
| 7D | -5.6% | -7.0% | +1.4% | -4.3% |
| 30D | -12.2% | +6.7% | -18.9% | -13.6% |
| 3M | +7.4% | +16.0% | -8.6% | +3.2% |
| 6M | +22.2% | +45.4% | -23.2% | +11.4% |
| YTD | -14.0% | -18.1% | +4.1% | -12.5% |
| 1Y | -27.3% | -53.6% | +26.3% | -18.2% |
| 3Y | +24.5% | -11.0% | +35.5% | +13.0% |
| 5Y | +18.9% | -17.1% | +36.0% | -5.9% |
| All | +34.6% | +1.6% | +33.0% | +5.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling