-7.4%
DUOL vs RCAT
+192.8%
-200.2%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | +3.9% | -9.1% | -5.5% |
| 7D | -7.8% | +5.4% | -13.2% | -8.2% |
| 30D | +11.8% | -5.6% | +17.4% | +12.0% |
| 3M | +24.1% | -30.2% | +54.3% | +26.6% |
| 6M | +43.6% | -43.4% | +87.0% | +47.1% |
| YTD | -16.6% | +9.6% | -26.2% | -19.8% |
| 1Y | -46.0% | -2.0% | -44.1% | -48.2% |
| 3Y | -6.5% | +825.0% | -831.5% | -21.6% |
| 5Y | -7.4% | +199.8% | -207.2% | -20.8% |
| All | -7.4% | +192.8% | -200.2% | -20.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling