+3.7%
DUOL vs BTG
+69.3%
-65.6%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | +1.7% | -6.5% | -5.2% |
| 7D | -11.8% | +2.4% | -14.2% | -12.2% |
| 30D | +1.5% | +9.5% | -8.0% | -0.4% |
| 3M | +18.1% | +38.5% | -20.4% | +10.4% |
| 6M | +38.7% | +5.6% | +33.0% | +34.8% |
| YTD | -20.7% | +23.9% | -44.6% | -26.4% |
| 1Y | -49.1% | +32.1% | -81.2% | -53.7% |
| 3Y | -11.0% | +103.2% | -114.2% | -29.4% |
| 5Y | -18.0% | +79.7% | -97.7% | -30.1% |
| All | +3.7% | +69.3% | -65.6% | -12.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling