-9.0%
BA vs DUOL
+3.5%
-12.5%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-08 to 2026-09-08.
| Period | Portfolio | DUOL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -5.2% | +4.5% | -0.1% |
| 7D | +2.5% | -7.8% | +10.3% | +3.5% |
| 30D | -10.1% | +11.8% | -21.9% | -11.6% |
| 3M | -2.4% | +24.1% | -26.5% | -5.5% |
| 6M | -8.8% | +43.6% | -52.5% | -13.7% |
| YTD | -2.9% | -16.6% | +13.6% | -2.2% |
| 1Y | -8.8% | -46.0% | +37.3% | -3.7% |
| 3Y | -0.3% | -6.5% | +6.2% | -5.5% |
| 5Y | -0.3% | -7.4% | +7.1% | -16.8% |
| All | -9.0% | +3.5% | -12.5% | -23.9% |
Cumulative growth
Daily Returns
Daily percentage return beside DUOL.
Daily Out/Under-Performance
Portfolio return minus DUOL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DUOL 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 2016-09-08 to 2026-09-08: compounded portfolio wealth divided by compounded DUOL 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…
2016-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling