+51.5%
RSP vs DUOL
-10.4%
+61.9%
-21.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DUOL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -5.2% | +4.2% | -0.6% |
| 7D | -0.4% | -7.8% | +7.4% | +0.3% |
| 30D | -1.5% | +11.8% | -13.4% | -2.6% |
| 3M | +4.8% | +24.1% | -19.3% | +2.4% |
| 6M | +10.3% | +43.6% | -33.4% | +6.0% |
| YTD | +14.1% | -16.6% | +30.7% | +14.8% |
| 1Y | +17.0% | -46.0% | +63.1% | +21.7% |
| 3Y | +54.2% | -6.5% | +60.6% | +47.6% |
| 5Y | +51.5% | -7.4% | +58.9% | +33.9% |
| All | +51.5% | -10.4% | +61.9% | +33.9% |
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 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