-16.3%
DUOL vs RJF
+101.5%
-117.8%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -1.1% | +5.4% | +4.9% |
| 7D | -8.6% | -4.2% | -4.4% | -6.3% |
| 30D | +7.2% | -3.6% | +10.8% | +9.1% |
| 3M | +19.1% | +15.6% | +3.4% | +9.5% |
| 6M | +52.5% | +17.6% | +34.9% | +37.8% |
| YTD | -17.3% | +9.2% | -26.5% | -22.5% |
| 1Y | -49.2% | +5.5% | -54.7% | -51.4% |
| 3Y | -7.3% | +70.3% | -77.6% | -34.0% |
| 5Y | -16.3% | +106.0% | -122.3% | -42.4% |
| All | -16.3% | +101.5% | -117.8% | -42.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling