+0.8%
ROL vs DUOL
-5.7%
+6.5%
-46.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DUOL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -5.2% | +2.7% | -2.3% |
| 7D | -3.4% | -7.8% | +4.4% | -3.0% |
| 30D | -6.9% | +11.8% | -18.8% | -7.5% |
| 3M | -24.6% | +24.1% | -48.7% | -25.5% |
| 6M | -39.5% | +43.6% | -83.2% | -40.7% |
| YTD | -41.1% | -16.6% | -24.5% | -40.8% |
| 1Y | -37.9% | -46.0% | +8.1% | -36.3% |
| 3Y | +0.8% | -6.5% | +7.3% | -2.1% |
| All | +0.8% | -5.7% | +6.5% | -2.1% |
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 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