+53.1%
ROK vs DUOL
-9.6%
+62.7%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DUOL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.0% | +2.7% | +1.8% |
| 7D | -1.2% | -7.0% | +5.7% | -0.6% |
| 30D | -4.8% | +6.7% | -11.5% | -5.6% |
| 3M | -6.1% | +16.0% | -22.1% | -8.1% |
| 6M | +15.5% | +45.4% | -29.9% | +9.3% |
| YTD | +11.2% | -18.1% | +29.3% | +13.0% |
| 1Y | +23.8% | -53.6% | +77.4% | +34.9% |
| 3Y | +53.1% | -11.0% | +64.1% | +43.6% |
| All | +53.1% | -9.6% | +62.7% | +43.6% |
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