+37.9%
BAX vs DUOL
-19.2%
+57.1%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DUOL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -4.1% | +1.8% | -2.0% |
| 7D | +0.4% | +0.3% | +0.1% | +0.3% |
| 30D | +3.4% | +12.4% | -8.9% | +2.1% |
| 3M | -4.5% | +16.9% | -21.4% | -6.0% |
| 6M | +44.0% | +48.5% | -4.5% | +40.0% |
| YTD | +34.9% | -10.3% | +45.2% | +37.6% |
| 1Y | +37.9% | -15.6% | +53.5% | +40.5% |
| All | +37.9% | -19.2% | +57.1% | +40.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling