-14.8%
RKT vs DUOL
+1.6%
-16.4%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DUOL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.0% | +0.9% | +0.1% |
| 7D | -6.3% | -7.0% | +0.7% | -5.1% |
| 30D | -6.2% | +6.7% | -12.9% | -7.5% |
| 3M | -1.9% | +16.0% | -17.9% | -4.9% |
| 6M | -13.0% | +45.4% | -58.4% | -19.6% |
| YTD | -31.9% | -18.1% | -13.8% | -30.7% |
| 1Y | -37.6% | -53.6% | +16.0% | -30.5% |
| 3Y | +36.8% | -11.0% | +47.8% | +18.4% |
| 5Y | -9.7% | -17.1% | +7.4% | -32.6% |
| All | -14.8% | +1.6% | -16.4% | -37.9% |
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 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