+54.9%
RMBS vs DUOL
-12.4%
+67.3%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DUOL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -4.9% | +5.8% | +1.9% |
| 7D | +3.5% | -11.8% | +15.2% | +6.1% |
| 30D | -8.6% | +1.5% | -10.1% | -9.6% |
| 3M | -40.3% | +18.1% | -58.4% | -44.3% |
| 6M | -1.0% | +38.7% | -39.6% | -13.9% |
| YTD | -4.6% | -20.7% | +16.0% | -1.5% |
| 1Y | +17.6% | -49.1% | +66.7% | +37.3% |
| All | +54.9% | -12.4% | +67.3% | +34.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling