+80.3%
RIO vs DUOL
+9.2%
+71.1%
-35.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DUOL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -2.7% | +3.2% | +0.5% |
| 7D | 0.0% | +5.1% | -5.1% | -0.3% |
| 30D | +4.0% | +14.1% | -10.2% | +3.3% |
| 3M | +0.1% | +41.5% | -41.4% | -1.8% |
| 6M | +12.7% | +60.6% | -47.9% | +9.6% |
| YTD | +35.6% | -12.0% | +47.5% | +36.0% |
| 1Y | +73.7% | -43.4% | +117.1% | +78.1% |
| 3Y | +93.3% | +3.7% | +89.6% | +85.5% |
| 5Y | +92.4% | -5.3% | +97.7% | +76.0% |
| All | +80.3% | +9.2% | +71.1% | +62.3% |
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