-9.5%
DUOL vs BTG
+78.0%
-87.5%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.4% | -1.4% | -1.1% |
| 7D | -7.0% | -3.8% | -3.2% | -6.4% |
| 30D | +6.7% | +3.6% | +3.1% | +5.6% |
| 3M | +16.0% | +32.0% | -16.0% | +9.1% |
| 6M | +45.4% | +3.4% | +42.0% | +41.8% |
| YTD | -18.1% | +20.8% | -38.9% | -24.0% |
| 1Y | -53.6% | +22.4% | -76.0% | -57.4% |
| 3Y | -11.0% | +91.7% | -102.7% | -29.4% |
| All | -9.5% | +78.0% | -87.5% | -24.1% |
Cumulative growth
Daily Returns
Daily percentage return beside BTG.
Daily Out/Under-Performance
Portfolio return minus BTG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BTG 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 5y: compounded portfolio wealth divided by compounded BTG 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…
5y analysis · Full analysis span regression · 6 months rolling