+24.5%
BX vs DUOL
-9.6%
+34.2%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DUOL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -1.0% | +3.5% | +2.6% |
| 7D | -5.6% | -7.0% | +1.4% | -4.5% |
| 30D | -12.2% | +6.7% | -18.9% | -13.4% |
| 3M | +7.4% | +16.0% | -8.6% | +4.0% |
| 6M | +22.2% | +45.4% | -23.2% | +13.3% |
| YTD | -14.0% | -18.1% | +4.1% | -12.8% |
| 1Y | -27.3% | -53.6% | +26.3% | -20.1% |
| 3Y | +24.5% | -11.0% | +35.5% | +16.7% |
| All | +24.5% | -9.6% | +34.2% | +16.7% |
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