-67.3%
BAX vs DUOL
+2.7%
-70.0%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DUOL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +4.3% | -5.1% | -1.0% |
| 7D | -5.4% | -8.6% | +3.2% | -5.1% |
| 30D | -12.4% | +7.2% | -19.6% | -12.7% |
| 3M | +19.1% | +19.1% | 0.0% | +18.1% |
| 6M | +38.6% | +52.5% | -13.9% | +36.2% |
| YTD | +26.7% | -17.3% | +44.0% | +27.0% |
| 1Y | +1.0% | -49.2% | +50.3% | +2.8% |
| 3Y | -33.9% | -7.3% | -26.6% | -34.9% |
| 5Y | -67.0% | -16.3% | -50.8% | -67.8% |
| All | -67.3% | +2.7% | -70.0% | -69.9% |
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