+56.6%
RIG vs DUOL
+1.6%
+55.0%
-75.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DUOL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.0% | -0.7% | -1.6% |
| 7D | -3.1% | -7.0% | +3.9% | -2.0% |
| 30D | -0.5% | +6.7% | -7.2% | -1.8% |
| 3M | -6.0% | +16.0% | -22.0% | -9.1% |
| 6M | -10.1% | +45.4% | -55.6% | -16.7% |
| YTD | +37.3% | -18.1% | +55.4% | +39.1% |
| 1Y | +73.9% | -53.6% | +127.5% | +92.1% |
| 3Y | -30.2% | -11.0% | -19.2% | -34.9% |
| 5Y | +62.5% | -17.1% | +79.6% | +26.6% |
| All | +56.6% | +1.6% | +55.0% | +19.3% |
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 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