+86.8%
BAC vs DUOL
+1.6%
+85.2%
-46.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DUOL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.0% | +1.2% | +0.3% |
| 7D | 0.0% | -7.0% | +7.0% | +0.5% |
| 30D | -2.8% | +6.7% | -9.5% | -3.4% |
| 3M | +14.2% | +16.0% | -1.8% | +12.5% |
| 6M | +30.5% | +45.4% | -14.9% | +26.0% |
| YTD | +15.8% | -18.1% | +33.9% | +16.4% |
| 1Y | +26.2% | -53.6% | +79.7% | +31.5% |
| 3Y | +136.5% | -11.0% | +147.5% | +129.9% |
| 5Y | +75.9% | -17.1% | +93.1% | +58.0% |
| All | +86.8% | +1.6% | +85.2% | +73.4% |
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 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