+8.1%
DUOL vs RBA
+49.1%
-41.0%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -1.0% | +5.2% | +4.7% |
| 7D | -8.6% | -3.3% | -5.3% | -7.2% |
| 30D | +7.2% | -9.8% | +17.0% | +12.0% |
| 3M | +19.1% | -23.5% | +42.5% | +32.6% |
| 6M | +52.5% | -21.5% | +74.0% | +67.1% |
| YTD | -17.3% | -21.2% | +3.9% | -10.2% |
| 1Y | -49.2% | -30.2% | -19.0% | -41.8% |
| 3Y | -7.3% | +25.3% | -32.6% | -17.5% |
| 5Y | -16.3% | +35.1% | -51.4% | -30.4% |
| All | +8.1% | +49.1% | -41.0% | -15.8% |
Cumulative growth
Daily Returns
Daily percentage return beside RBA.
Daily Out/Under-Performance
Portfolio return minus RBA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RBA 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 10y: compounded portfolio wealth divided by compounded RBA 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…
10y analysis · Full analysis span regression · 6 months rolling