+252.8%
ROIV vs DUOL
+9.2%
+243.6%
-79.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DUOL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -2.7% | +4.3% | +2.0% |
| 7D | +0.6% | +5.1% | -4.5% | -0.2% |
| 30D | +1.0% | +14.1% | -13.2% | -1.6% |
| 3M | +18.3% | +41.5% | -23.2% | +10.4% |
| 6M | +18.3% | +60.6% | -42.3% | +7.0% |
| YTD | +61.0% | -12.0% | +73.0% | +61.2% |
| 1Y | +177.9% | -43.4% | +221.2% | +196.7% |
| 3Y | +199.1% | +3.7% | +195.3% | +150.8% |
| 5Y | +250.7% | -5.3% | +256.0% | +153.3% |
| All | +252.8% | +9.2% | +243.6% | +155.1% |
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 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