+110.9%
ROST vs DUOL
-19.0%
+129.9%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DUOL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -4.9% | +3.1% | -1.3% |
| 7D | -2.2% | -11.8% | +9.6% | -1.0% |
| 30D | -11.4% | +1.5% | -12.9% | -11.7% |
| 3M | -1.6% | +18.1% | -19.8% | -3.8% |
| 6M | +6.8% | +38.7% | -31.8% | +2.1% |
| YTD | +25.8% | -20.7% | +46.5% | +27.6% |
| 1Y | +52.4% | -49.1% | +101.5% | +61.5% |
| 3Y | +94.4% | -11.0% | +105.4% | +80.2% |
| All | +110.9% | -19.0% | +129.9% | +76.2% |
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