+4.1%
RRX vs DUOL
-8.7%
+12.8%
-48.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DUOL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +4.3% | -6.2% | -2.3% |
| 7D | -3.7% | -8.6% | +4.9% | -3.1% |
| 30D | -9.3% | +7.2% | -16.5% | -10.0% |
| 3M | -21.8% | +19.1% | -40.9% | -23.7% |
| 6M | -22.0% | +52.5% | -74.5% | -26.9% |
| YTD | +11.9% | -17.3% | +29.2% | +14.8% |
| 1Y | +11.6% | -49.2% | +60.8% | +23.1% |
| All | +4.1% | -8.7% | +12.8% | -2.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling