+0.9%
ROP vs DUOL
+6.7%
-5.7%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DUOL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.6% | -1.0% | +0.5% |
| 7D | +0.2% | +22.4% | -22.2% | -1.9% |
| 30D | +30.3% | +4.5% | +25.8% | +29.3% |
| 3M | +17.8% | +14.2% | +3.6% | +15.7% |
| 6M | +38.9% | +45.1% | -6.2% | +33.4% |
| YTD | +7.6% | -10.7% | +18.3% | +6.8% |
| 1Y | +6.5% | -18.7% | +25.2% | +6.3% |
| 3Y | -6.3% | -25.9% | +19.7% | -8.2% |
| 5Y | +0.9% | +5.8% | -4.9% | -6.3% |
| All | +0.9% | +6.7% | -5.7% | -6.3% |
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 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