-31.5%
BAH vs DUOL
-5.7%
-25.8%
-66.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DUOL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -5.2% | +4.3% | -0.3% |
| 7D | -4.3% | -7.8% | +3.5% | -3.4% |
| 30D | -4.5% | +11.8% | -16.3% | -5.9% |
| 3M | -7.6% | +24.1% | -31.7% | -10.4% |
| 6M | -10.6% | +43.6% | -54.2% | -15.1% |
| YTD | -12.6% | -16.6% | +4.0% | -12.5% |
| 1Y | -27.0% | -46.0% | +19.1% | -24.7% |
| 3Y | -31.5% | -6.5% | -25.0% | -32.8% |
| All | -31.5% | -5.7% | -25.8% | -32.8% |
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