+240.5%
RCL vs DUOL
+9.2%
+231.2%
-67.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DUOL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.7% | +2.6% | +0.4% |
| 7D | -5.1% | +5.1% | -10.2% | -6.1% |
| 30D | -19.0% | +14.1% | -33.2% | -21.4% |
| 3M | -9.6% | +41.5% | -51.1% | -16.4% |
| 6M | -6.7% | +60.6% | -67.3% | -16.6% |
| YTD | -3.9% | -12.0% | +8.1% | -3.6% |
| 1Y | -25.1% | -43.4% | +18.3% | -19.2% |
| 3Y | +179.1% | +3.7% | +175.4% | +155.8% |
| 5Y | +243.3% | -5.3% | +248.6% | +166.4% |
| All | +240.5% | +9.2% | +231.2% | +165.2% |
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