-6.4%
BAH vs DUOL
+1.6%
-8.0%
-66.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DUOL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.0% | +1.3% | +0.4% |
| 7D | +4.3% | -7.0% | +11.2% | +4.9% |
| 30D | -2.5% | +6.7% | -9.2% | -3.2% |
| 3M | -0.9% | +16.0% | -17.0% | -2.6% |
| 6M | +1.5% | +45.4% | -43.9% | -2.5% |
| YTD | -8.0% | -18.1% | +10.2% | -7.5% |
| 1Y | -24.7% | -53.6% | +28.8% | -21.6% |
| 3Y | -28.4% | -11.0% | -17.4% | -29.9% |
| 5Y | +2.8% | -17.1% | +19.9% | -3.3% |
| All | -6.4% | +1.6% | -8.0% | -12.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling