+56.5%
ROK vs DUOL
+3.5%
+52.9%
-45.1%
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 | -1.1% | -5.2% | +4.1% | -0.6% |
| 7D | +2.8% | -7.8% | +10.6% | +3.6% |
| 30D | -2.4% | +11.8% | -14.2% | -3.7% |
| 3M | -4.7% | +24.1% | -28.8% | -7.5% |
| 6M | +16.8% | +43.6% | -26.9% | +10.9% |
| YTD | +11.4% | -16.6% | +27.9% | +12.2% |
| 1Y | +26.2% | -46.0% | +72.2% | +32.5% |
| 3Y | +51.9% | -6.5% | +58.3% | +45.2% |
| 5Y | +46.4% | -7.4% | +53.8% | +27.4% |
| All | +56.5% | +3.5% | +52.9% | +35.4% |
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