-63.3%
BAX vs DUOL
-5.7%
-57.6%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DUOL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +4.8% | -5.1% | -0.5% |
| 7D | -0.6% | +1.8% | -2.4% | -0.7% |
| 30D | +6.3% | +11.1% | -4.8% | +5.6% |
| 3M | -4.6% | +21.2% | -25.7% | -5.5% |
| 6M | +50.4% | +56.1% | -5.7% | +47.3% |
| YTD | +38.0% | -6.5% | +44.5% | +37.3% |
| 1Y | +44.6% | -15.8% | +60.4% | +44.3% |
| 3Y | -15.1% | -22.4% | +7.3% | -15.9% |
| 5Y | -63.3% | +8.3% | -71.6% | -64.3% |
| All | -63.3% | -5.7% | -57.6% | -64.3% |
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