+7.0%
DUOL vs BG
+80.0%
-73.0%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.7% | +0.7% | -0.8% |
| 7D | -7.0% | +3.1% | -10.1% | -7.4% |
| 30D | +6.7% | +10.2% | -3.5% | +5.3% |
| 3M | +16.0% | -1.7% | +17.7% | +16.0% |
| 6M | +45.4% | +1.0% | +44.4% | +44.5% |
| YTD | -18.1% | +39.9% | -58.0% | -23.4% |
| 1Y | -53.6% | +53.2% | -106.8% | -57.4% |
| 3Y | -11.0% | +16.3% | -27.2% | -15.2% |
| 5Y | -17.1% | +83.9% | -101.0% | -21.8% |
| All | +7.0% | +80.0% | -73.0% | -0.1% |
Cumulative growth
Daily Returns
Daily percentage return beside BG.
Daily Out/Under-Performance
Portfolio return minus BG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BG 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 BG 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