+49.5%
RMD vs DUOL
-12.4%
+61.9%
-37.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DUOL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -4.9% | +4.4% | -0.2% |
| 7D | -4.7% | -11.8% | +7.1% | -4.1% |
| 30D | +0.2% | +1.5% | -1.3% | +0.1% |
| 3M | +12.0% | +18.1% | -6.1% | +10.9% |
| 6M | -12.5% | +38.7% | -51.2% | -14.1% |
| YTD | -7.9% | -20.7% | +12.7% | -7.2% |
| 1Y | -20.4% | -49.1% | +28.7% | -18.1% |
| All | +49.5% | -12.4% | +61.9% | +46.8% |
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