+58.6%
RSP vs DUOL
+10.8%
+47.8%
-21.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DUOL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.6% | -1.6% | -0.2% |
| 7D | +0.7% | +22.4% | -21.7% | -1.1% |
| 30D | +3.7% | +4.5% | -0.8% | +3.0% |
| 3M | +0.7% | +14.2% | -13.5% | -0.9% |
| 6M | +9.0% | +45.1% | -36.0% | +4.7% |
| YTD | +16.7% | -10.7% | +27.4% | +16.3% |
| 1Y | +19.0% | -18.7% | +37.7% | +19.4% |
| 3Y | +64.7% | -25.9% | +90.7% | +61.6% |
| 5Y | +49.6% | +5.8% | +43.8% | +31.9% |
| All | +58.6% | +10.8% | +47.8% | +39.8% |
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