+7.0%
DUOL vs BR
+7.1%
-0.1%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.3% | -0.7% | -0.8% |
| 7D | -7.0% | -3.0% | -4.0% | -4.8% |
| 30D | +6.7% | -0.3% | +7.0% | +7.1% |
| 3M | +16.0% | +17.3% | -1.3% | +3.3% |
| 6M | +45.4% | -6.7% | +52.1% | +52.6% |
| YTD | -18.1% | -23.4% | +5.3% | -0.9% |
| 1Y | -53.6% | -32.7% | -20.9% | -37.9% |
| 3Y | -11.0% | -5.9% | -5.1% | -9.1% |
| 5Y | -17.1% | +8.4% | -25.6% | -30.7% |
| All | +7.0% | +7.1% | -0.1% | -10.5% |
Cumulative growth
Daily Returns
Daily percentage return beside BR.
Daily Out/Under-Performance
Portfolio return minus BR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BR 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 BR 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