+154.5%
RTX vs DUOL
+2.7%
+151.8%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | DUOL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +4.3% | -4.0% | +0.1% |
| 7D | -2.0% | -8.6% | +6.6% | -1.6% |
| 30D | -11.2% | +7.2% | -18.4% | -11.5% |
| 3M | +12.0% | +19.1% | -7.0% | +11.0% |
| 6M | -3.6% | +52.5% | -56.1% | -5.6% |
| YTD | +9.2% | -17.3% | +26.5% | +9.7% |
| 1Y | +29.7% | -49.2% | +78.9% | +33.0% |
| 3Y | +152.0% | -7.3% | +159.2% | +147.2% |
| 5Y | +165.8% | -16.3% | +182.0% | +147.8% |
| All | +154.5% | +2.7% | +151.8% | +138.4% |
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 2016-09-10 to 2026-09-10: 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling