+518.6%
RVMD vs DUOL
-8.7%
+527.3%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DUOL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +4.3% | -6.3% | -2.4% |
| 7D | -3.6% | -8.6% | +5.0% | -3.0% |
| 30D | -1.1% | +7.2% | -8.2% | -1.7% |
| 3M | +41.0% | +19.1% | +22.0% | +38.5% |
| 6M | +105.7% | +52.5% | +53.2% | +97.3% |
| YTD | +155.3% | -17.3% | +172.6% | +155.0% |
| 1Y | +402.7% | -49.2% | +451.9% | +418.1% |
| All | +518.6% | -8.7% | +527.3% | +538.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling