+22.2%
DUOL vs RRC
+254.5%
-232.3%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | +1.3% | +3.5% | +4.5% |
| 7D | +1.8% | -0.5% | +2.2% | +1.8% |
| 30D | +11.1% | +25.2% | -14.1% | +4.4% |
| 3M | +21.2% | +27.8% | -6.6% | +13.3% |
| 6M | +56.1% | +27.2% | +28.9% | +45.8% |
| YTD | -6.5% | +48.2% | -54.6% | -16.5% |
| 1Y | -15.8% | +34.7% | -50.5% | -23.1% |
| 3Y | -22.4% | +62.2% | -84.6% | -32.9% |
| 5Y | +8.3% | +130.9% | -122.6% | -14.4% |
| All | +22.2% | +254.5% | -232.3% | -6.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling