+15.0%
DUOL vs RRC
+186.4%
-171.4%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -0.9% | -1.9% | -2.5% |
| 7D | +5.1% | +1.3% | +3.8% | +4.8% |
| 30D | +14.1% | +10.1% | +4.0% | +11.5% |
| 3M | +41.5% | +4.0% | +37.5% | +39.8% |
| 6M | +60.6% | +1.6% | +59.0% | +59.4% |
| YTD | -12.0% | +19.7% | -31.7% | -16.6% |
| 1Y | -43.4% | +21.4% | -64.8% | -46.7% |
| 3Y | +3.7% | +29.7% | -25.9% | -4.9% |
| 5Y | -5.3% | +153.9% | -159.1% | -19.4% |
| All | +15.0% | +186.4% | -171.4% | -6.3% |
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