+7.0%
DUOL vs BNS
+95.0%
-87.9%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.7% | -1.7% | -1.4% |
| 7D | -7.0% | -0.4% | -6.6% | -6.7% |
| 30D | +6.7% | +3.5% | +3.3% | +4.1% |
| 3M | +16.0% | +14.1% | +2.0% | +5.6% |
| 6M | +45.4% | +33.8% | +11.6% | +18.1% |
| YTD | -18.1% | +29.5% | -47.6% | -32.0% |
| 1Y | -53.6% | +48.4% | -102.0% | -65.2% |
| 3Y | -11.0% | +129.6% | -140.6% | -52.6% |
| 5Y | -17.1% | +96.1% | -113.2% | -50.0% |
| All | +7.0% | +95.0% | -87.9% | -34.8% |
Cumulative growth
Daily Returns
Daily percentage return beside BNS.
Daily Out/Under-Performance
Portfolio return minus BNS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BNS 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 BNS 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