+18.1%
RRX vs DUOL
-17.6%
+35.7%
-48.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DUOL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -1.0% | +4.7% | +3.8% |
| 7D | -0.3% | -7.0% | +6.6% | +0.3% |
| 30D | -6.1% | +6.7% | -12.9% | -7.0% |
| 3M | -23.1% | +16.0% | -39.1% | -24.9% |
| 6M | -19.5% | +45.4% | -64.9% | -24.3% |
| YTD | +16.1% | -18.1% | +34.2% | +17.4% |
| 1Y | +12.9% | -53.6% | +66.5% | +22.9% |
| 3Y | +7.9% | -11.0% | +18.9% | +3.7% |
| All | +18.1% | -17.6% | +35.7% | +2.0% |
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