-3.2%
BAH vs DUOL
-11.2%
+7.9%
-66.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DUOL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -4.9% | +5.0% | +0.6% |
| 7D | -1.3% | -11.8% | +10.5% | -0.2% |
| 30D | -6.6% | +1.5% | -8.1% | -6.9% |
| 3M | -7.2% | +18.1% | -25.3% | -8.9% |
| 6M | -10.0% | +38.7% | -48.6% | -13.2% |
| YTD | -12.5% | -20.7% | +8.2% | -11.8% |
| 1Y | -27.9% | -49.1% | +21.2% | -25.3% |
| 3Y | -31.4% | -11.0% | -20.4% | -32.9% |
| 5Y | -3.2% | -18.0% | +14.7% | -8.1% |
| All | -3.2% | -11.2% | +7.9% | -8.1% |
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