+361.0%
VRT vs DUOL
-24.3%
+385.4%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DUOL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +1.6% | -4.7% | -3.3% |
| 7D | -17.7% | +22.4% | -40.1% | -20.7% |
| 30D | -20.0% | +4.5% | -24.5% | -21.0% |
| 3M | -28.1% | +14.2% | -42.3% | -30.9% |
| 6M | -42.8% | +45.1% | -87.9% | -49.2% |
| YTD | +20.0% | -10.7% | +30.7% | +21.5% |
| 1Y | +3.5% | -18.7% | +22.2% | +8.0% |
| All | +361.0% | -24.3% | +385.4% | +353.5% |
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 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