-15.0%
ROP vs DUOL
-17.6%
+2.6%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DUOL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.0% | +1.0% | +0.1% |
| 7D | -4.6% | -7.0% | +2.4% | -4.0% |
| 30D | -1.7% | +6.7% | -8.4% | -2.4% |
| 3M | +17.1% | +16.0% | +1.1% | +15.3% |
| 6M | +10.9% | +45.4% | -34.6% | +7.0% |
| YTD | -12.1% | -18.1% | +6.0% | -11.7% |
| 1Y | -24.2% | -53.6% | +29.3% | -21.2% |
| 3Y | -20.4% | -11.0% | -9.4% | -22.5% |
| All | -15.0% | -17.6% | +2.6% | -20.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling