+32.2%
RRX vs DUOL
+3.5%
+28.7%
-48.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DUOL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -5.2% | +5.8% | +1.0% |
| 7D | +4.3% | -7.8% | +12.1% | +5.1% |
| 30D | -8.0% | +11.8% | -19.9% | -9.3% |
| 3M | -22.0% | +24.1% | -46.1% | -24.4% |
| 6M | -11.9% | +43.6% | -55.5% | -16.8% |
| YTD | +17.1% | -16.6% | +33.7% | +18.2% |
| 1Y | +14.9% | -46.0% | +60.9% | +22.1% |
| 3Y | +6.9% | -6.5% | +13.3% | +2.5% |
| 5Y | +19.6% | -7.4% | +27.0% | +3.7% |
| All | +32.2% | +3.5% | +28.7% | +14.9% |
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