-9.7%
RKT vs DUOL
-11.2%
+1.5%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DUOL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -4.9% | +2.1% | -1.9% |
| 7D | -1.0% | -11.8% | +10.8% | +1.2% |
| 30D | -2.4% | +1.5% | -3.9% | -2.9% |
| 3M | +1.9% | +18.1% | -16.2% | -1.6% |
| 6M | -13.9% | +38.7% | -52.5% | -19.8% |
| YTD | -30.6% | -20.7% | -10.0% | -29.0% |
| 1Y | -34.4% | -49.1% | +14.7% | -28.1% |
| 3Y | +38.2% | -11.0% | +49.2% | +18.8% |
| 5Y | -9.7% | -18.0% | +8.3% | -33.4% |
| All | -9.7% | -11.2% | +1.5% | -33.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling