+86.7%
BAC vs DUOL
+9.2%
+77.5%
-46.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DUOL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.7% | +2.7% | +0.1% |
| 7D | +1.1% | +5.1% | -4.0% | +0.7% |
| 30D | -0.4% | +14.1% | -14.5% | -1.5% |
| 3M | +16.9% | +41.5% | -24.6% | +13.5% |
| 6M | +26.6% | +60.6% | -34.0% | +21.3% |
| YTD | +15.8% | -12.0% | +27.8% | +15.8% |
| 1Y | +27.2% | -43.4% | +70.5% | +30.6% |
| 3Y | +132.4% | +3.7% | +128.7% | +123.4% |
| 5Y | +72.6% | -5.3% | +77.8% | +54.9% |
| All | +86.7% | +9.2% | +77.5% | +72.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling