+35.2%
BX vs DUOL
-1.5%
+36.8%
-49.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DUOL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -4.9% | +1.2% | -2.7% |
| 7D | -5.7% | -11.8% | +6.1% | -3.3% |
| 30D | -8.9% | +1.5% | -10.4% | -9.4% |
| 3M | +8.4% | +18.1% | -9.7% | +3.8% |
| 6M | +18.9% | +38.7% | -19.7% | +9.4% |
| YTD | -13.6% | -20.7% | +7.0% | -11.5% |
| 1Y | -22.4% | -49.1% | +26.6% | -14.4% |
| 3Y | +26.0% | -11.0% | +37.0% | +14.2% |
| 5Y | +18.8% | -18.0% | +36.8% | -5.4% |
| All | +35.2% | -1.5% | +36.8% | +7.0% |
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