+136.4%
BAC vs DUOL
-5.7%
+142.1%
-27.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DUOL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -5.2% | +4.8% | -0.1% |
| 7D | +1.2% | -7.8% | +9.0% | +1.7% |
| 30D | -0.7% | +11.8% | -12.6% | -1.7% |
| 3M | +16.9% | +24.1% | -7.2% | +14.6% |
| 6M | +29.6% | +43.6% | -14.0% | +25.2% |
| YTD | +15.3% | -16.6% | +31.8% | +15.7% |
| 1Y | +28.8% | -46.0% | +74.9% | +32.7% |
| 3Y | +136.4% | -6.5% | +142.9% | +131.0% |
| All | +136.4% | -5.7% | +142.1% | +131.0% |
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