+246.9%
RL vs DUOL
-10.4%
+257.3%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DUOL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -5.2% | +4.1% | -0.5% |
| 7D | +1.9% | -7.8% | +9.7% | +2.8% |
| 30D | -12.2% | +11.8% | -24.0% | -13.6% |
| 3M | -6.6% | +24.1% | -30.7% | -9.8% |
| 6M | +3.2% | +43.6% | -40.5% | -2.7% |
| YTD | -1.3% | -16.6% | +15.3% | -0.4% |
| 1Y | +13.6% | -46.0% | +59.6% | +20.0% |
| 3Y | +210.9% | -6.5% | +217.3% | +197.7% |
| 5Y | +246.9% | -7.4% | +254.3% | +206.6% |
| All | +246.9% | -10.4% | +257.3% | +206.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling