+57.7%
RIG vs DUOL
-1.5%
+59.3%
-75.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DUOL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -4.9% | +4.0% | -0.1% |
| 7D | -8.2% | -11.8% | +3.6% | -6.4% |
| 30D | -0.2% | +1.5% | -1.7% | -0.6% |
| 3M | -2.7% | +18.1% | -20.9% | -6.3% |
| 6M | -7.5% | +38.7% | -46.1% | -13.6% |
| YTD | +38.3% | -20.7% | +58.9% | +40.8% |
| 1Y | +81.8% | -49.1% | +130.9% | +97.1% |
| 3Y | -30.2% | -11.0% | -19.2% | -35.0% |
| 5Y | +59.9% | -18.0% | +77.9% | +24.8% |
| All | +57.7% | -1.5% | +59.3% | +20.8% |
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 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