+10.9%
ROP vs DUOL
-40.2%
+51.2%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DUOL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.6% | +2.4% | +0.2% |
| 7D | +9.2% | +15.1% | -5.9% | +6.3% |
| 30D | +35.5% | +6.0% | +29.5% | +33.5% |
| 3M | +24.4% | +16.0% | +8.4% | +20.2% |
| 6M | +38.0% | +50.9% | -12.9% | +28.4% |
| YTD | +11.1% | -10.5% | +21.6% | +4.9% |
| 1Y | +10.9% | -39.6% | +50.5% | +5.1% |
| All | +10.9% | -40.2% | +51.2% | +5.1% |
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