+22.2%
DUOL vs RCAT
+36.2%
-13.9%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | +1.9% | +2.9% | +4.6% |
| 7D | +1.8% | +7.2% | -5.5% | +0.9% |
| 30D | +11.1% | -20.4% | +31.5% | +12.5% |
| 3M | +21.2% | -59.8% | +80.9% | +29.4% |
| 6M | +56.1% | -61.9% | +117.9% | +64.9% |
| YTD | -6.5% | -45.9% | +39.4% | -5.5% |
| 1Y | -15.8% | -50.5% | +34.7% | -14.7% |
| 3Y | -22.4% | +387.5% | -409.9% | -32.9% |
| 5Y | +8.3% | +70.9% | -62.6% | -2.8% |
| All | +22.2% | +36.2% | -13.9% | +20.9% |
Cumulative growth
Daily Returns
Daily percentage return beside RCAT.
Daily Out/Under-Performance
Portfolio return minus RCAT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RCAT 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 RCAT 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