-4.7%
BAC vs DUOL
-19.2%
+14.6%
-23.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DUOL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -4.1% | +3.8% | 0.0% |
| 7D | +1.5% | +0.3% | +1.3% | +1.4% |
| 30D | -6.4% | +12.4% | -18.8% | -7.6% |
| 3M | -21.7% | +16.9% | -38.6% | -23.1% |
| 6M | +0.5% | +48.5% | -48.0% | -4.4% |
| YTD | -6.7% | -10.3% | +3.6% | -5.2% |
| 1Y | -4.7% | -15.6% | +11.0% | -2.9% |
| All | -4.7% | -19.2% | +14.6% | -2.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling