+601.6%
RVMD vs DUOL
-1.5%
+603.1%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DUOL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -4.9% | +5.1% | +1.0% |
| 7D | -0.7% | -11.8% | +11.0% | +1.4% |
| 30D | +0.3% | +1.5% | -1.2% | -0.3% |
| 3M | +38.9% | +18.1% | +20.7% | +33.1% |
| 6M | +108.1% | +38.7% | +69.5% | +92.4% |
| YTD | +160.7% | -20.7% | +181.4% | +165.3% |
| 1Y | +407.3% | -49.1% | +456.4% | +452.9% |
| 3Y | +546.6% | -11.0% | +557.6% | +464.6% |
| 5Y | +579.8% | -18.0% | +597.8% | +394.4% |
| All | +601.6% | -1.5% | +603.1% | +398.5% |
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 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