+15.0%
DUOL vs RBA
+54.6%
-39.6%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +0.3% | -3.1% | -2.9% |
| 7D | +5.1% | -2.9% | +8.0% | +6.4% |
| 30D | +14.1% | -12.3% | +26.4% | +20.8% |
| 3M | +41.5% | -20.5% | +62.0% | +55.0% |
| 6M | +60.6% | -18.5% | +79.2% | +73.2% |
| YTD | -12.0% | -18.2% | +6.2% | -6.0% |
| 1Y | -43.4% | -27.5% | -15.9% | -36.1% |
| 3Y | +3.7% | +38.1% | -34.4% | -11.5% |
| 5Y | -5.3% | +44.8% | -50.1% | -23.9% |
| All | +15.0% | +54.6% | -39.6% | -11.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling