-53.6%
DUOL vs RNG
+128.1%
-181.6%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.2% | -0.8% | -1.0% |
| 7D | -7.0% | -6.1% | -0.9% | -5.4% |
| 30D | +6.7% | +9.6% | -2.9% | +4.4% |
| 3M | +16.0% | +83.3% | -67.3% | +0.2% |
| 6M | +45.4% | +77.9% | -32.5% | +25.0% |
| YTD | -18.1% | +139.9% | -158.1% | -35.2% |
| 1Y | -53.6% | +121.7% | -175.2% | -62.2% |
| All | -53.6% | +128.1% | -181.6% | -62.2% |
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