+23.1%
DUOL vs BBWI
-61.3%
+84.4%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | +1.5% | +3.5% | +4.6% |
| 7D | +3.0% | +0.1% | +2.9% | +3.0% |
| 30D | +18.3% | +12.9% | +5.4% | +14.8% |
| 3M | +14.7% | +16.0% | -1.3% | +9.4% |
| 6M | +57.5% | +16.6% | +40.9% | +48.0% |
| YTD | -5.8% | +9.7% | -15.5% | -11.2% |
| 1Y | -11.4% | +1.5% | -12.9% | -15.7% |
| 3Y | -22.5% | -21.4% | -1.2% | -25.4% |
| 5Y | +6.6% | -67.6% | +74.2% | +34.4% |
| All | +23.1% | -61.3% | +84.4% | +54.3% |
Cumulative growth
Daily Returns
Daily percentage return beside BBWI.
Daily Out/Under-Performance
Portfolio return minus BBWI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BBWI 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 BBWI 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