+7.0%
DUOL vs RGEN
-27.0%
+34.0%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.3% | -1.3% | -1.1% |
| 7D | -7.0% | -1.4% | -5.5% | -6.5% |
| 30D | +6.7% | -0.3% | +7.0% | +6.5% |
| 3M | +16.0% | +23.9% | -7.9% | +6.9% |
| 6M | +45.4% | +38.5% | +6.9% | +27.4% |
| YTD | -18.1% | +0.8% | -18.9% | -20.0% |
| 1Y | -53.6% | +38.2% | -91.8% | -59.8% |
| 3Y | -11.0% | +1.3% | -12.3% | -20.1% |
| 5Y | -17.1% | -44.0% | +26.9% | -5.6% |
| All | +7.0% | -27.0% | +34.0% | -3.8% |
Cumulative growth
Daily Returns
Daily percentage return beside RGEN.
Daily Out/Under-Performance
Portfolio return minus RGEN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RGEN 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 RGEN 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