-26.5%
ROL vs DUOL
+52.2%
-78.7%
-45.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | DUOL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +4.8% | -4.6% | -0.3% |
| 7D | +0.8% | +1.8% | -1.0% | +0.5% |
| 30D | +20.6% | +11.1% | +9.5% | +18.7% |
| 3M | +4.5% | +21.2% | -16.7% | +1.4% |
| 6M | -26.5% | +56.1% | -82.6% | -29.3% |
| All | -26.5% | +52.2% | -78.7% | -29.3% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling