+7.0%
DUOL vs RVTY
-26.1%
+33.1%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +2.8% | -3.8% | -2.1% |
| 7D | -7.0% | -4.5% | -2.4% | -5.3% |
| 30D | +6.7% | +5.5% | +1.3% | +4.3% |
| 3M | +16.0% | +22.5% | -6.5% | +6.0% |
| 6M | +45.4% | +38.9% | +6.5% | +24.5% |
| YTD | -18.1% | +28.7% | -46.9% | -27.7% |
| 1Y | -53.6% | +45.5% | -99.0% | -61.2% |
| 3Y | -11.0% | +16.4% | -27.3% | -21.8% |
| 5Y | -17.1% | -32.7% | +15.6% | +0.1% |
| All | +7.0% | -26.1% | +33.1% | +20.3% |
Cumulative growth
Daily Returns
Daily percentage return beside RVTY.
Daily Out/Under-Performance
Portfolio return minus RVTY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RVTY 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 RVTY 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