+274.0%
RMBS vs DUOL
+3.5%
+270.5%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DUOL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -5.2% | +6.9% | +2.6% |
| 7D | +3.0% | -7.8% | +10.7% | +4.5% |
| 30D | -14.4% | +11.8% | -26.2% | -16.8% |
| 3M | -42.8% | +24.1% | -66.9% | -46.4% |
| 6M | -1.4% | +43.6% | -45.0% | -12.1% |
| YTD | -5.4% | -16.6% | +11.1% | -4.8% |
| 1Y | +18.6% | -46.0% | +64.6% | +30.3% |
| 3Y | +57.3% | -6.5% | +63.7% | +50.3% |
| 5Y | +265.7% | -7.4% | +273.1% | +208.0% |
| All | +274.0% | +3.5% | +270.5% | +211.3% |
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