-82.4%
RUN vs DUOL
+3.5%
-85.9%
-90.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DUOL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -5.2% | +8.9% | +5.6% |
| 7D | +10.2% | -7.8% | +18.0% | +13.3% |
| 30D | -9.6% | +11.8% | -21.4% | -14.3% |
| 3M | -31.5% | +24.1% | -55.6% | -38.2% |
| 6M | -18.7% | +43.6% | -62.3% | -32.0% |
| YTD | -49.9% | -16.6% | -33.3% | -48.1% |
| 1Y | -45.5% | -46.0% | +0.5% | -35.6% |
| 3Y | -34.1% | -6.5% | -27.6% | -47.5% |
| 5Y | -79.4% | -7.4% | -72.0% | -87.1% |
| All | -82.4% | +3.5% | -85.9% | -89.6% |
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