-18.0%
DUOL vs RGEN
-44.3%
+26.3%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -2.1% | -2.8% | -4.2% |
| 7D | -11.8% | -4.6% | -7.2% | -10.4% |
| 30D | +1.5% | +1.2% | +0.3% | +0.8% |
| 3M | +18.1% | +26.8% | -8.7% | +8.1% |
| 6M | +38.7% | +29.1% | +9.6% | +24.8% |
| YTD | -20.7% | +0.7% | -21.4% | -22.4% |
| 1Y | -49.1% | +39.1% | -88.1% | -55.9% |
| 3Y | -11.0% | +2.2% | -13.3% | -20.3% |
| 5Y | -18.0% | -44.0% | +26.0% | -3.9% |
| All | -18.0% | -44.3% | +26.3% | -3.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling