-22.1%
ROP vs DUOL
-43.9%
+21.8%
-39.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DUOL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -2.7% | -0.8% | -3.1% |
| 7D | -4.4% | +5.1% | -9.5% | -5.2% |
| 30D | +3.2% | +14.1% | -10.9% | +0.8% |
| 3M | +23.1% | +41.5% | -18.5% | +16.4% |
| 6M | +13.3% | +60.6% | -47.3% | +5.5% |
| YTD | -7.9% | -12.0% | +4.1% | -11.0% |
| 1Y | -22.1% | -43.4% | +21.3% | -23.1% |
| All | -22.1% | -43.9% | +21.8% | -23.1% |
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 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