+34.6%
RL vs DUOL
-38.2%
+72.9%
-19.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DUOL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | +26.0% | -21.5% | +3.2% |
| 7D | +5.8% | +19.3% | -13.5% | +4.6% |
| 30D | +12.7% | +9.6% | +3.1% | +11.7% |
| 3M | +9.3% | +17.1% | -7.7% | +8.1% |
| 6M | +16.9% | +46.3% | -29.4% | +14.0% |
| YTD | +17.5% | -8.1% | +25.6% | +19.2% |
| 1Y | +34.6% | -38.5% | +73.1% | +40.8% |
| All | +34.6% | -38.2% | +72.9% | +40.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling