+7.0%
DUOL vs RJF
+116.2%
-109.1%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | 0.0% | -1.0% | -1.0% |
| 7D | -7.0% | -2.7% | -4.3% | -5.5% |
| 30D | +6.7% | -4.3% | +11.0% | +9.1% |
| 3M | +16.0% | +15.7% | +0.3% | +6.9% |
| 6M | +45.4% | +17.8% | +27.6% | +31.5% |
| YTD | -18.1% | +9.2% | -27.3% | -23.1% |
| 1Y | -53.6% | +2.8% | -56.3% | -54.8% |
| 3Y | -11.0% | +69.5% | -80.4% | -35.8% |
| 5Y | -17.1% | +105.9% | -123.1% | -40.1% |
| All | +7.0% | +116.2% | -109.1% | -23.4% |
Cumulative growth
Daily Returns
Daily percentage return beside RJF.
Daily Out/Under-Performance
Portfolio return minus RJF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RJF 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 RJF 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