+920.9%
VRT vs DUOL
+9.2%
+911.7%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DUOL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | -2.7% | +7.1% | +4.9% |
| 7D | +9.1% | +5.1% | +4.0% | +7.8% |
| 30D | +0.9% | +14.1% | -13.2% | -2.8% |
| 3M | -13.4% | +41.5% | -54.9% | -21.8% |
| 6M | +11.7% | +60.6% | -48.9% | -3.9% |
| YTD | +73.2% | -12.0% | +85.2% | +72.4% |
| 1Y | +123.4% | -43.4% | +166.8% | +146.1% |
| 3Y | +606.2% | +3.7% | +602.4% | +545.3% |
| 5Y | +899.9% | -5.3% | +905.2% | +645.9% |
| All | +920.9% | +9.2% | +911.7% | +658.5% |
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