-22.1%
RMD vs DUOL
-11.2%
-11.0%
-53.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DUOL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -4.9% | +4.4% | -0.1% |
| 7D | -4.7% | -11.8% | +7.1% | -3.8% |
| 30D | +0.2% | +1.5% | -1.3% | 0.0% |
| 3M | +12.0% | +18.1% | -6.1% | +10.2% |
| 6M | -12.5% | +38.7% | -51.2% | -15.3% |
| YTD | -7.9% | -20.7% | +12.7% | -7.0% |
| 1Y | -20.4% | -49.1% | +28.7% | -17.0% |
| 3Y | +53.1% | -11.0% | +64.2% | +45.5% |
| 5Y | -22.1% | -18.0% | -4.2% | -32.1% |
| All | -22.1% | -11.2% | -11.0% | -32.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling