+288.0%
RL vs DUOL
+16.9%
+271.1%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DUOL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +5.0% | -6.2% | -1.7% |
| 7D | +2.6% | +3.0% | -0.5% | +2.1% |
| 30D | +2.9% | +18.3% | -15.4% | +0.6% |
| 3M | 0.0% | +14.7% | -14.7% | -2.3% |
| 6M | +17.1% | +57.5% | -40.4% | +9.3% |
| YTD | +10.1% | -5.8% | +15.9% | +8.9% |
| 1Y | +17.3% | -11.4% | +28.7% | +16.8% |
| 3Y | +249.3% | -22.5% | +271.8% | +241.6% |
| 5Y | +240.9% | +6.6% | +234.3% | +194.8% |
| All | +288.0% | +16.9% | +271.1% | +230.4% |
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