-9.1%
RKT vs DUOL
+9.2%
-18.4%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DUOL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -2.7% | +1.6% | -0.7% |
| 7D | +2.1% | +5.1% | -3.0% | +1.1% |
| 30D | +1.4% | +14.1% | -12.7% | -1.1% |
| 3M | +6.3% | +41.5% | -35.2% | -0.6% |
| 6M | -15.5% | +60.6% | -76.1% | -23.3% |
| YTD | -27.4% | -12.0% | -15.4% | -27.0% |
| 1Y | -26.6% | -43.4% | +16.8% | -21.2% |
| 3Y | +41.2% | +3.7% | +37.5% | +18.3% |
| 5Y | -6.4% | -5.3% | -1.1% | -31.4% |
| All | -9.1% | +9.2% | -18.4% | -34.5% |
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