+23.8%
ROK vs DUOL
-51.5%
+75.3%
-18.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DUOL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.0% | +2.7% | +1.6% |
| 7D | -1.2% | -7.0% | +5.7% | -1.6% |
| 30D | -4.8% | +6.7% | -11.5% | -4.4% |
| 3M | -6.1% | +16.0% | -22.1% | -5.4% |
| 6M | +15.5% | +45.4% | -29.9% | +16.1% |
| YTD | +11.2% | -18.1% | +29.3% | +12.3% |
| 1Y | +23.8% | -53.6% | +77.4% | +25.5% |
| All | +23.8% | -51.5% | +75.3% | +25.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling