-83.7%
RUN vs DUOL
+1.6%
-85.3%
-90.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DUOL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.0% | +0.2% | -0.4% |
| 7D | -3.7% | -7.0% | +3.3% | -1.3% |
| 30D | -13.0% | +6.7% | -19.7% | -16.0% |
| 3M | -31.8% | +16.0% | -47.8% | -36.9% |
| 6M | -32.2% | +45.4% | -77.6% | -43.5% |
| YTD | -53.5% | -18.1% | -35.3% | -51.5% |
| 1Y | -46.5% | -53.6% | +7.0% | -32.8% |
| 3Y | -37.6% | -11.0% | -26.6% | -49.2% |
| 5Y | -80.9% | -17.1% | -63.7% | -87.6% |
| All | -83.7% | +1.6% | -85.3% | -90.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling