-65.1%
BAX vs DUOL
+16.9%
-82.0%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DUOL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +5.0% | -4.7% | +0.1% |
| 7D | +0.1% | +3.0% | -3.0% | -0.1% |
| 30D | +4.1% | +18.3% | -14.2% | +3.2% |
| 3M | -4.5% | +14.7% | -19.3% | -5.3% |
| 6M | +49.2% | +57.5% | -8.2% | +46.1% |
| YTD | +35.2% | -5.8% | +41.1% | +34.5% |
| 1Y | +38.3% | -11.4% | +49.7% | +37.8% |
| 3Y | -19.0% | -22.5% | +3.5% | -19.9% |
| 5Y | -64.2% | +6.6% | -70.8% | -65.4% |
| All | -65.1% | +16.9% | -82.0% | -68.1% |
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 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