-18.0%
DUOL vs RVTY
-34.2%
+16.2%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -2.5% | -2.3% | -3.9% |
| 7D | -11.8% | -5.4% | -6.4% | -9.9% |
| 30D | +1.5% | +6.7% | -5.3% | -1.1% |
| 3M | +18.1% | +19.0% | -0.9% | +9.4% |
| 6M | +38.7% | +34.6% | +4.0% | +20.7% |
| YTD | -20.7% | +28.3% | -48.9% | -29.6% |
| 1Y | -49.1% | +46.0% | -95.1% | -57.5% |
| 3Y | -11.0% | +16.9% | -27.9% | -21.8% |
| 5Y | -18.0% | -32.9% | +14.9% | +6.3% |
| All | -18.0% | -34.2% | +16.2% | +6.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling