-17.9%
ROP vs DUOL
-5.7%
-12.2%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DUOL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -5.2% | +2.4% | -2.3% |
| 7D | -5.4% | -7.8% | +2.4% | -4.6% |
| 30D | -1.6% | +11.8% | -13.5% | -3.0% |
| 3M | +18.8% | +24.1% | -5.3% | +15.8% |
| 6M | +8.2% | +43.6% | -35.4% | +3.7% |
| YTD | -10.5% | -16.6% | +6.1% | -10.5% |
| 1Y | -23.7% | -46.0% | +22.3% | -21.5% |
| 3Y | -17.9% | -6.5% | -11.4% | -22.0% |
| All | -17.9% | -5.7% | -12.2% | -22.0% |
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