+51.2%
RIO vs DUOL
-20.2%
+71.3%
-25.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DUOL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +5.0% | -5.4% | -0.5% |
| 7D | -0.9% | +3.0% | -4.0% | -1.0% |
| 30D | -9.1% | +18.3% | -27.4% | -9.5% |
| 3M | -13.7% | +14.7% | -28.4% | -14.1% |
| 6M | -24.3% | +57.5% | -81.8% | -25.3% |
| YTD | +8.9% | -5.8% | +14.7% | +9.4% |
| 1Y | +22.7% | -11.4% | +34.0% | +23.5% |
| 3Y | +51.2% | -22.5% | +73.7% | +50.9% |
| All | +51.2% | -20.2% | +71.3% | +50.9% |
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