-12.9%
RMD vs DUOL
+3.5%
-16.4%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-08.
| Period | Portfolio | DUOL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -5.2% | +2.0% | -2.8% |
| 7D | -4.5% | -7.8% | +3.3% | -3.8% |
| 30D | +4.6% | +11.8% | -7.2% | +3.6% |
| 3M | +14.8% | +24.1% | -9.3% | +12.6% |
| 6M | -12.1% | +43.6% | -55.7% | -15.0% |
| YTD | -7.5% | -16.6% | +9.1% | -6.9% |
| 1Y | -20.1% | -46.0% | +26.0% | -17.2% |
| 3Y | +53.9% | -6.5% | +60.3% | +46.2% |
| 5Y | -22.2% | -7.4% | -14.8% | -30.8% |
| All | -12.9% | +3.5% | -16.4% | -22.1% |
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 1990-01-01 to 2026-09-08: 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…
1990-01-01 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling