+100.4%
ROST vs DUOL
+3.5%
+96.8%
-44.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DUOL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -5.2% | +4.8% | +0.1% |
| 7D | +0.2% | -7.8% | +8.0% | +1.0% |
| 30D | -10.0% | +11.8% | -21.8% | -11.1% |
| 3M | +1.2% | +24.1% | -22.9% | -1.4% |
| 6M | +8.9% | +43.6% | -34.7% | +4.0% |
| YTD | +28.1% | -16.6% | +44.6% | +29.2% |
| 1Y | +53.0% | -46.0% | +99.0% | +60.7% |
| 3Y | +97.9% | -6.5% | +104.3% | +83.5% |
| 5Y | +112.0% | -7.4% | +119.4% | +76.0% |
| All | +100.4% | +3.5% | +96.8% | +67.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling