-10.1%
DUOL vs RNG
+120.1%
-130.2%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -0.9% | +5.1% | +4.5% |
| 7D | -8.6% | -9.6% | +1.0% | -6.2% |
| 30D | +7.2% | +8.8% | -1.6% | +5.1% |
| 3M | +19.1% | +78.6% | -59.6% | +2.8% |
| 6M | +52.5% | +70.3% | -17.8% | +31.8% |
| YTD | -17.3% | +140.3% | -157.6% | -35.3% |
| 1Y | -49.2% | +126.6% | -175.8% | -59.7% |
| All | -10.1% | +120.1% | -130.2% | -27.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling