-66.9%
BAX vs DUOL
-10.4%
-56.5%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DUOL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -5.2% | +1.5% | -3.6% |
| 7D | -2.4% | -7.8% | +5.4% | -2.2% |
| 30D | -9.7% | +11.8% | -21.6% | -10.1% |
| 3M | +29.3% | +24.1% | +5.2% | +28.2% |
| 6M | +40.7% | +43.6% | -3.0% | +38.6% |
| YTD | +30.3% | -16.6% | +46.9% | +30.5% |
| 1Y | +3.4% | -46.0% | +49.4% | +4.8% |
| 3Y | -32.0% | -6.5% | -25.6% | -32.8% |
| 5Y | -66.9% | -7.4% | -59.5% | -68.0% |
| All | -66.9% | -10.4% | -56.5% | -68.0% |
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