-16.2%
BA vs DUOL
-20.2%
+4.0%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DUOL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +5.0% | -5.0% | -0.6% |
| 7D | -1.1% | +3.0% | -4.1% | -1.5% |
| 30D | -7.1% | +18.3% | -25.4% | -9.3% |
| 3M | -25.5% | +14.7% | -40.3% | -27.2% |
| 6M | -28.7% | +57.5% | -86.2% | -33.1% |
| YTD | -21.0% | -5.8% | -15.2% | -21.7% |
| 1Y | -11.9% | -11.4% | -0.5% | -12.2% |
| 3Y | -16.2% | -22.5% | +6.4% | -14.6% |
| All | -16.2% | -20.2% | +4.0% | -14.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling