-33.0%
RIOT vs DUOL
-1.5%
-31.5%
-92.6%
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% | +0.9% |
| 7D | +18.4% | -11.8% | +30.2% | +23.7% |
| 30D | +13.8% | +1.5% | +12.3% | +11.6% |
| 3M | -12.7% | +18.1% | -30.9% | -21.9% |
| 6M | +50.1% | +38.7% | +11.5% | +23.4% |
| YTD | +74.2% | -20.7% | +94.9% | +77.5% |
| 1Y | +45.1% | -49.1% | +94.2% | +73.2% |
| 3Y | +101.6% | -11.0% | +112.6% | +64.1% |
| 5Y | -29.6% | -18.0% | -11.6% | -57.1% |
| All | -33.0% | -1.5% | -31.5% | -59.3% |
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