+251.7%
RL vs DUOL
+9.2%
+242.5%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DUOL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -2.7% | +4.8% | +2.3% |
| 7D | -0.8% | +5.1% | -5.9% | -1.4% |
| 30D | -7.8% | +14.1% | -21.9% | -9.5% |
| 3M | -4.0% | +41.5% | -45.5% | -8.6% |
| 6M | -1.9% | +60.6% | -62.5% | -8.7% |
| YTD | -0.2% | -12.0% | +11.8% | +0.1% |
| 1Y | +10.7% | -43.4% | +54.0% | +16.2% |
| 3Y | +210.8% | +3.7% | +207.0% | +194.5% |
| 5Y | +238.2% | -5.3% | +243.5% | +195.1% |
| All | +251.7% | +9.2% | +242.5% | +203.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling