-22.1%
BA vs DUOL
+4.3%
-26.4%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DUOL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +2.2% | -1.6% | +0.2% |
| 7D | +1.1% | +21.9% | -20.8% | -1.9% |
| 30D | -7.9% | +5.7% | -13.7% | -9.0% |
| 3M | -25.3% | +30.9% | -56.2% | -28.6% |
| 6M | -24.6% | +52.8% | -77.3% | -29.8% |
| YTD | -20.1% | -8.6% | -11.5% | -20.8% |
| 1Y | -11.8% | -17.2% | +5.4% | -11.5% |
| 3Y | -10.1% | +2.0% | -12.1% | -17.1% |
| All | -22.1% | +4.3% | -26.4% | -38.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling