+3.7%
DUOL vs RNG
-73.3%
+77.0%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -0.8% | -4.1% | -4.6% |
| 7D | -11.8% | -4.1% | -7.7% | -10.5% |
| 30D | +1.5% | +8.6% | -7.1% | -1.3% |
| 3M | +18.1% | +78.0% | -59.8% | -4.9% |
| 6M | +38.7% | +67.0% | -28.4% | +12.3% |
| YTD | -20.7% | +142.4% | -163.1% | -45.7% |
| 1Y | -49.1% | +120.4% | -169.5% | -64.1% |
| 3Y | -11.0% | +122.1% | -133.2% | -42.6% |
| 5Y | -18.0% | -69.8% | +51.9% | +17.5% |
| All | +3.7% | -73.3% | +77.0% | +50.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling