-65.2%
BAX vs DUOL
+11.3%
-76.5%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DUOL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -4.1% | +1.8% | -2.1% |
| 7D | +0.4% | +0.3% | +0.1% | +0.3% |
| 30D | +3.4% | +12.4% | -8.9% | +2.7% |
| 3M | -4.5% | +16.9% | -21.4% | -5.3% |
| 6M | +44.0% | +48.5% | -4.5% | +41.3% |
| YTD | +34.9% | -10.3% | +45.2% | +34.5% |
| 1Y | +37.9% | -15.6% | +53.5% | +37.7% |
| 3Y | -17.1% | -25.6% | +8.5% | -17.8% |
| 5Y | -64.3% | +1.5% | -65.8% | -65.4% |
| All | -65.2% | +11.3% | -76.5% | -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 all: 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…
all analysis · Full analysis span regression · 6 months rolling