+274.4%
RMBS vs DUOL
+1.6%
+272.8%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DUOL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -1.0% | +2.9% | +2.1% |
| 7D | +1.8% | -7.0% | +8.7% | +3.0% |
| 30D | -13.9% | +6.7% | -20.6% | -15.5% |
| 3M | -39.8% | +16.0% | -55.8% | -42.8% |
| 6M | -6.0% | +45.4% | -51.4% | -16.5% |
| YTD | -5.4% | -18.1% | +12.8% | -4.4% |
| 1Y | -1.8% | -53.6% | +51.7% | +11.4% |
| 3Y | +53.7% | -11.0% | +64.6% | +47.9% |
| 5Y | +268.5% | -17.1% | +285.6% | +212.6% |
| All | +274.4% | +1.6% | +272.8% | +212.5% |
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