+157.9%
RTX vs DUOL
+9.2%
+148.7%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DUOL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.7% | +2.1% | -0.6% |
| 7D | -5.2% | +5.1% | -10.2% | -5.4% |
| 30D | -9.4% | +14.1% | -23.5% | -10.0% |
| 3M | +12.3% | +41.5% | -29.2% | +10.5% |
| 6M | -3.1% | +60.6% | -63.7% | -5.4% |
| YTD | +10.7% | -12.0% | +22.7% | +10.9% |
| 1Y | +28.4% | -43.4% | +71.8% | +31.0% |
| 3Y | +147.1% | +3.7% | +143.3% | +141.1% |
| 5Y | +167.2% | -5.3% | +172.5% | +148.6% |
| All | +157.9% | +9.2% | +148.7% | +141.0% |
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 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