-13.5%
RMD vs DUOL
+2.7%
-16.2%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DUOL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +4.3% | -4.4% | -0.5% |
| 7D | -4.2% | -8.6% | +4.4% | -3.5% |
| 30D | -2.1% | +7.2% | -9.2% | -2.7% |
| 3M | +13.8% | +19.1% | -5.3% | +11.9% |
| 6M | -10.6% | +52.5% | -63.1% | -14.0% |
| YTD | -8.1% | -17.3% | +9.2% | -7.5% |
| 1Y | -18.0% | -49.2% | +31.3% | -14.5% |
| 3Y | +52.9% | -7.3% | +60.1% | +45.3% |
| 5Y | -22.3% | -16.3% | -6.0% | -31.2% |
| All | -13.5% | +2.7% | -16.2% | -22.6% |
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 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