-43.3%
RBLX vs DUOL
+2.7%
-45.9%
-82.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DUOL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +4.3% | -3.4% | -0.8% |
| 7D | +8.1% | -8.6% | +16.7% | +11.7% |
| 30D | +23.9% | +7.2% | +16.7% | +19.7% |
| 3M | +8.1% | +19.1% | -10.9% | -1.2% |
| 6M | -23.7% | +52.5% | -76.2% | -37.5% |
| YTD | -44.6% | -17.3% | -27.3% | -42.7% |
| 1Y | -66.2% | -49.2% | -17.0% | -58.9% |
| 3Y | +54.7% | -7.3% | +62.0% | +21.3% |
| 5Y | -48.9% | -16.3% | -32.7% | -70.4% |
| All | -43.3% | +2.7% | -45.9% | -68.6% |
Cumulative growth
Daily Returns
Daily percentage return beside DUOL.
Daily Out/Under-Performance
Portfolio return minus DUOL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DUOL 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 DUOL 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