-8.3%
BA vs DUOL
+9.2%
-17.6%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DUOL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -2.7% | +3.6% | +1.2% |
| 7D | +1.2% | +5.1% | -3.9% | +0.5% |
| 30D | -11.6% | +14.1% | -25.8% | -13.3% |
| 3M | -2.4% | +41.5% | -43.9% | -7.0% |
| 6M | -6.6% | +60.6% | -67.2% | -12.9% |
| YTD | -2.2% | -12.0% | +9.7% | -2.1% |
| 1Y | -8.0% | -43.4% | +35.3% | -3.5% |
| 3Y | -5.0% | +3.7% | -8.7% | -11.1% |
| 5Y | -2.7% | -5.3% | +2.6% | -19.3% |
| All | -8.3% | +9.2% | -17.6% | -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 all: 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…
all analysis · Full analysis span regression · 6 months rolling