+295.8%
RL vs DUOL
+16.1%
+279.7%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DUOL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +4.8% | -6.1% | -1.9% |
| 7D | -4.4% | +1.8% | -6.1% | -4.6% |
| 30D | +5.6% | +11.1% | -5.5% | +3.9% |
| 3M | -0.6% | +21.2% | -21.8% | -3.6% |
| 6M | +15.5% | +56.1% | -40.6% | +7.9% |
| YTD | +12.3% | -6.5% | +18.8% | +11.2% |
| 1Y | +19.3% | -15.8% | +35.1% | +19.5% |
| 3Y | +255.5% | -22.4% | +278.0% | +247.8% |
| 5Y | +247.1% | +8.3% | +238.7% | +200.1% |
| All | +295.8% | +16.1% | +279.7% | +237.4% |
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 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