-30.2%
RIG vs DUOL
-9.6%
-20.5%
-75.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DUOL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.0% | -0.7% | -1.6% |
| 7D | -3.1% | -7.0% | +3.9% | -2.2% |
| 30D | -0.5% | +6.7% | -7.2% | -1.5% |
| 3M | -6.0% | +16.0% | -22.0% | -8.5% |
| 6M | -10.1% | +45.4% | -55.6% | -15.5% |
| YTD | +37.3% | -18.1% | +55.4% | +39.4% |
| 1Y | +73.9% | -53.6% | +127.5% | +90.9% |
| 3Y | -30.2% | -11.0% | -19.2% | -29.8% |
| All | -30.2% | -9.6% | -20.5% | -29.8% |
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