+101.6%
ROST vs DUOL
+1.6%
+100.0%
-44.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DUOL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -1.0% | +3.4% | +2.4% |
| 7D | +0.2% | -7.0% | +7.2% | +0.9% |
| 30D | -6.9% | +6.7% | -13.6% | -7.7% |
| 3M | -3.3% | +16.0% | -19.3% | -5.2% |
| 6M | +9.0% | +45.4% | -36.4% | +3.9% |
| YTD | +28.9% | -18.1% | +47.0% | +30.2% |
| 1Y | +54.0% | -53.6% | +107.5% | +64.7% |
| 3Y | +100.7% | -11.0% | +111.7% | +87.4% |
| 5Y | +116.0% | -17.1% | +133.2% | +78.8% |
| All | +101.6% | +1.6% | +100.0% | +68.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling