-80.7%
RUN vs DUOL
-15.6%
-65.1%
-90.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DUOL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +4.3% | -6.2% | -3.5% |
| 7D | -3.4% | -8.6% | +5.2% | -0.3% |
| 30D | -14.0% | +7.2% | -21.1% | -17.1% |
| 3M | -27.5% | +19.1% | -46.5% | -33.6% |
| 6M | -29.0% | +52.5% | -81.5% | -42.0% |
| YTD | -53.1% | -17.3% | -35.8% | -51.3% |
| 1Y | -46.7% | -49.2% | +2.5% | -35.4% |
| 3Y | -38.3% | -7.3% | -31.1% | -51.1% |
| 5Y | -80.7% | -16.3% | -64.4% | -87.5% |
| All | -80.7% | -15.6% | -65.1% | -87.5% |
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