+119.5%
RF vs DUOL
-20.2%
+139.7%
-31.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DUOL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +5.0% | -3.8% | +0.8% |
| 7D | +1.9% | +3.0% | -1.1% | +1.7% |
| 30D | +7.3% | +18.3% | -11.0% | +5.5% |
| 3M | -7.9% | +14.7% | -22.6% | -9.4% |
| 6M | +10.5% | +57.5% | -46.9% | +5.1% |
| YTD | +9.6% | -5.8% | +15.5% | +9.1% |
| 1Y | +20.3% | -11.4% | +31.7% | +20.2% |
| 3Y | +119.5% | -22.5% | +142.0% | +118.0% |
| All | +119.5% | -20.2% | +139.7% | +118.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling