+73.1%
BAC vs DUOL
-11.2%
+84.2%
-46.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DUOL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -4.9% | +5.3% | +0.8% |
| 7D | +0.6% | -11.8% | +12.4% | +1.6% |
| 30D | -1.4% | +1.5% | -2.9% | -1.6% |
| 3M | +15.7% | +18.1% | -2.4% | +13.8% |
| 6M | +32.2% | +38.7% | -6.5% | +27.9% |
| YTD | +15.8% | -20.7% | +36.4% | +16.7% |
| 1Y | +27.3% | -49.1% | +76.4% | +31.9% |
| 3Y | +137.5% | -11.0% | +148.5% | +130.1% |
| 5Y | +73.1% | -18.0% | +91.0% | +55.6% |
| All | +73.1% | -11.2% | +84.2% | +55.6% |
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