+7.0%
DUOL vs RRC
+181.3%
-174.3%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.5% | +0.5% | -0.7% |
| 7D | -7.0% | -1.8% | -5.2% | -6.6% |
| 30D | +6.7% | +2.7% | +4.1% | +6.1% |
| 3M | +16.0% | +8.8% | +7.2% | +13.4% |
| 6M | +45.4% | -1.2% | +46.6% | +45.3% |
| YTD | -18.1% | +17.6% | -35.7% | -22.1% |
| 1Y | -53.6% | +18.4% | -72.0% | -56.0% |
| 3Y | -11.0% | +33.1% | -44.1% | -18.8% |
| 5Y | -17.1% | +148.2% | -165.3% | -29.1% |
| All | +7.0% | +181.3% | -174.3% | -12.4% |
Cumulative growth
Daily Returns
Daily percentage return beside RRC.
Daily Out/Under-Performance
Portfolio return minus RRC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RRC 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 10y: compounded portfolio wealth divided by compounded RRC 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…
10y analysis · Full analysis span regression · 6 months rolling