+227.1%
RCL vs DUOL
-11.2%
+238.3%
-67.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DUOL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -4.9% | +3.1% | -0.8% |
| 7D | -2.2% | -11.8% | +9.6% | +0.2% |
| 30D | -15.7% | +1.5% | -17.2% | -16.2% |
| 3M | -8.0% | +18.1% | -26.1% | -11.9% |
| 6M | -10.1% | +38.7% | -48.8% | -17.5% |
| YTD | -5.9% | -20.7% | +14.8% | -3.7% |
| 1Y | -23.5% | -49.1% | +25.6% | -15.6% |
| 3Y | +174.4% | -11.0% | +185.4% | +157.7% |
| 5Y | +227.1% | -18.0% | +245.1% | +154.3% |
| All | +227.1% | -11.2% | +238.3% | +154.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling