-10.2%
BAH vs DUOL
+9.2%
-19.5%
-66.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DUOL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -2.7% | +1.3% | -1.2% |
| 7D | -3.2% | +5.1% | -8.3% | -3.7% |
| 30D | +2.0% | +14.1% | -12.1% | +0.6% |
| 3M | -7.6% | +41.5% | -49.1% | -10.8% |
| 6M | -5.7% | +60.6% | -66.3% | -10.1% |
| YTD | -11.7% | -12.0% | +0.3% | -11.9% |
| 1Y | -27.4% | -43.4% | +16.0% | -25.5% |
| 3Y | -32.5% | +3.7% | -36.3% | -34.7% |
| 5Y | -3.3% | -5.3% | +1.9% | -9.7% |
| All | -10.2% | +9.2% | -19.5% | -16.7% |
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 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