+21.3%
BAC vs DUOL
+6.7%
+14.6%
-46.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DUOL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.6% | -1.3% | +0.1% |
| 7D | +2.1% | +22.4% | -20.3% | +0.1% |
| 30D | -6.7% | +4.5% | -11.2% | -7.3% |
| 3M | -20.2% | +14.2% | -34.4% | -21.5% |
| 6M | -0.2% | +45.1% | -45.3% | -4.3% |
| YTD | -6.4% | -10.7% | +4.4% | -6.8% |
| 1Y | -3.1% | -18.7% | +15.6% | -2.9% |
| 3Y | +96.7% | -25.9% | +122.7% | +92.6% |
| 5Y | +21.3% | +5.8% | +15.5% | +8.7% |
| All | +21.3% | +6.7% | +14.6% | +8.7% |
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