+232.6%
RCL vs DUOL
+2.7%
+229.9%
-67.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DUOL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +4.3% | -4.5% | -1.1% |
| 7D | -2.5% | -8.6% | +6.1% | -0.8% |
| 30D | -15.7% | +7.2% | -22.8% | -17.1% |
| 3M | -3.6% | +19.1% | -22.7% | -7.8% |
| 6M | -8.7% | +52.5% | -61.2% | -17.5% |
| YTD | -6.2% | -17.3% | +11.1% | -4.8% |
| 1Y | -22.9% | -49.2% | +26.4% | -15.0% |
| 3Y | +173.6% | -7.3% | +180.8% | +156.1% |
| 5Y | +226.6% | -16.3% | +242.8% | +156.3% |
| All | +232.6% | +2.7% | +229.9% | +162.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling