+237.2%
RL vs DUOL
+2.7%
+234.5%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DUOL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +4.3% | -3.9% | -0.2% |
| 7D | -2.2% | -8.6% | +6.4% | -1.2% |
| 30D | -15.3% | +7.2% | -22.5% | -16.2% |
| 3M | -10.3% | +19.1% | -29.4% | -12.8% |
| 6M | -2.2% | +52.5% | -54.8% | -8.4% |
| YTD | -4.3% | -17.3% | +13.0% | -3.4% |
| 1Y | +8.9% | -49.2% | +58.1% | +15.8% |
| 3Y | +201.4% | -7.3% | +208.7% | +189.3% |
| 5Y | +230.6% | -16.3% | +246.8% | +192.1% |
| All | +237.2% | +2.7% | +234.5% | +193.1% |
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