+3.7%
DUOL vs BG
+81.6%
-77.9%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -0.3% | -4.6% | -4.8% |
| 7D | -11.8% | +0.5% | -12.3% | -11.9% |
| 30D | +1.5% | +10.3% | -8.8% | +0.2% |
| 3M | +18.1% | -1.9% | +20.0% | +18.2% |
| 6M | +38.7% | +5.2% | +33.4% | +36.9% |
| YTD | -20.7% | +41.2% | -61.8% | -25.9% |
| 1Y | -49.1% | +50.5% | -99.6% | -53.1% |
| 3Y | -11.0% | +19.9% | -30.9% | -15.7% |
| 5Y | -18.0% | +86.7% | -104.7% | -22.6% |
| All | +3.7% | +81.6% | -77.9% | -3.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling