-65.1%
BAX vs DUOL
+9.2%
-74.3%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DUOL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -2.7% | +3.8% | +1.1% |
| 7D | -1.1% | +5.1% | -6.2% | -1.4% |
| 30D | -5.5% | +14.1% | -19.6% | -6.0% |
| 3M | +33.5% | +41.5% | -8.0% | +31.6% |
| 6M | +35.9% | +60.6% | -24.8% | +33.2% |
| YTD | +35.4% | -12.0% | +47.3% | +35.4% |
| 1Y | +9.8% | -43.4% | +53.1% | +11.2% |
| 3Y | -32.7% | +3.7% | -36.4% | -34.1% |
| 5Y | -65.6% | -5.3% | -60.3% | -66.7% |
| All | -65.1% | +9.2% | -74.3% | -67.9% |
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 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