-43.4%
DUOL vs RNG
+144.7%
-188.1%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -3.9% | +1.1% | -1.7% |
| 7D | +5.1% | +5.8% | -0.7% | +3.5% |
| 30D | +14.1% | +19.6% | -5.5% | +9.2% |
| 3M | +41.5% | +67.0% | -25.5% | +24.7% |
| 6M | +60.6% | +88.4% | -27.8% | +36.2% |
| YTD | -12.0% | +155.5% | -167.5% | -31.1% |
| 1Y | -43.4% | +141.7% | -185.0% | -54.6% |
| All | -43.4% | +144.7% | -188.1% | -54.6% |
Cumulative growth
Daily Returns
Daily percentage return beside RNG.
Daily Out/Under-Performance
Portfolio return minus RNG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RNG 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 1y: compounded portfolio wealth divided by compounded RNG 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…
1y analysis · Full analysis span regression · 6 months rolling