-7.4%
DUOL vs RBA
+44.6%
-52.0%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | -2.0% | -3.2% | -4.4% |
| 7D | -7.8% | -1.1% | -6.7% | -7.3% |
| 30D | +11.8% | -13.2% | +25.0% | +18.8% |
| 3M | +24.1% | -21.4% | +45.5% | +36.6% |
| 6M | +43.6% | -20.9% | +64.5% | +56.8% |
| YTD | -16.6% | -19.9% | +3.3% | -10.1% |
| 1Y | -46.0% | -28.7% | -17.4% | -38.7% |
| 3Y | -6.5% | +27.4% | -33.9% | -17.4% |
| 5Y | -7.4% | +41.7% | -49.2% | -27.1% |
| All | -7.4% | +44.6% | -52.0% | -27.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling