+5.7%
RDW vs DUOL
+1.6%
+4.1%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DUOL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -1.0% | -1.3% | -2.0% |
| 7D | +0.9% | -7.0% | +7.8% | +3.2% |
| 30D | -21.3% | +6.7% | -28.0% | -24.0% |
| 3M | -37.9% | +16.0% | -53.9% | -43.2% |
| 6M | +12.3% | +45.4% | -33.1% | -6.7% |
| YTD | +39.7% | -18.1% | +57.9% | +42.5% |
| 1Y | +25.7% | -53.6% | +79.2% | +55.7% |
| 3Y | +230.8% | -11.0% | +241.8% | +191.0% |
| 5Y | -8.8% | -17.1% | +8.4% | -24.3% |
| All | +5.7% | +1.6% | +4.1% | -16.9% |
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