+95.9%
RIO vs DUOL
-12.4%
+108.4%
-24.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DUOL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -4.9% | +4.8% | 0.0% |
| 7D | +1.0% | -11.8% | +12.8% | +1.2% |
| 30D | +4.0% | +1.5% | +2.5% | +4.0% |
| 3M | +4.5% | +18.1% | -13.6% | +4.1% |
| 6M | +17.3% | +38.7% | -21.3% | +16.1% |
| YTD | +36.2% | -20.7% | +56.8% | +37.4% |
| 1Y | +76.1% | -49.1% | +125.2% | +80.7% |
| All | +95.9% | -12.4% | +108.4% | +93.6% |
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 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