+15.0%
DUOL vs RCAT
+165.7%
-150.7%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -2.0% | -0.8% | -2.6% |
| 7D | +5.1% | -1.4% | +6.5% | +5.2% |
| 30D | +14.1% | -3.3% | +17.5% | +14.1% |
| 3M | +41.5% | -43.2% | +84.7% | +46.8% |
| 6M | +60.6% | -43.2% | +103.8% | +64.5% |
| YTD | -12.0% | +5.5% | -17.5% | -15.2% |
| 1Y | -43.4% | -1.6% | -41.7% | -45.7% |
| 3Y | +3.7% | +773.7% | -770.0% | -14.3% |
| 5Y | -5.3% | +187.6% | -192.9% | -11.0% |
| All | +15.0% | +165.7% | -150.7% | +8.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling