-25.6%
BA vs DUOL
+9.1%
-34.6%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DUOL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -3.8% | +3.3% | -0.1% |
| 7D | -1.7% | +14.0% | -15.8% | -3.6% |
| 30D | -9.5% | +2.9% | -12.3% | -10.2% |
| 3M | -26.5% | +17.8% | -44.3% | -28.5% |
| 6M | -27.4% | +42.8% | -70.2% | -31.4% |
| YTD | -20.6% | -12.1% | -8.5% | -20.9% |
| 1Y | -11.4% | -23.3% | +11.9% | -10.3% |
| 3Y | -10.8% | -24.0% | +13.2% | -13.1% |
| 5Y | -21.9% | +5.1% | -27.1% | -35.5% |
| All | -25.6% | +9.1% | -34.6% | -38.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling