+11.5%
RRX vs DUOL
-43.9%
+55.4%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DUOL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.7% | +2.9% | -0.1% |
| 7D | +3.4% | +5.1% | -1.6% | +4.0% |
| 30D | -11.1% | +14.1% | -25.3% | -9.8% |
| 3M | -23.7% | +41.5% | -65.2% | -21.6% |
| 6M | -22.0% | +60.6% | -82.6% | -20.2% |
| YTD | +16.5% | -12.0% | +28.5% | +25.9% |
| 1Y | +11.5% | -43.4% | +54.9% | +29.3% |
| All | +11.5% | -43.9% | +55.4% | +29.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling