+74.5%
RIO vs DUOL
+1.6%
+72.9%
-35.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DUOL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.0% | +1.6% | +0.6% |
| 7D | -3.2% | -7.0% | +3.8% | -2.9% |
| 30D | +0.9% | +6.7% | -5.8% | +0.5% |
| 3M | -1.4% | +16.0% | -17.4% | -2.4% |
| 6M | +10.9% | +45.4% | -34.5% | +8.4% |
| YTD | +31.2% | -18.1% | +49.3% | +32.0% |
| 1Y | +67.9% | -53.6% | +121.5% | +74.1% |
| 3Y | +88.8% | -11.0% | +99.8% | +82.8% |
| 5Y | +93.1% | -17.1% | +110.2% | +77.6% |
| All | +74.5% | +1.6% | +72.9% | +57.6% |
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