-9.5%
DUOL vs TRU
-35.6%
+26.1%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.0% | -2.0% | -1.5% |
| 7D | -7.0% | -2.7% | -4.3% | -5.5% |
| 30D | +6.7% | -2.0% | +8.8% | +8.0% |
| 3M | +16.0% | +18.4% | -2.4% | +6.2% |
| 6M | +45.4% | +8.9% | +36.6% | +37.8% |
| YTD | -18.1% | -8.9% | -9.2% | -14.9% |
| 1Y | -53.6% | -15.9% | -37.7% | -50.0% |
| 3Y | -11.0% | -1.1% | -9.9% | -15.7% |
| All | -9.5% | -35.6% | +26.1% | +8.8% |
Cumulative growth
Daily Returns
Daily percentage return beside TRU.
Daily Out/Under-Performance
Portfolio return minus TRU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRU 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 5y: compounded portfolio wealth divided by compounded TRU 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…
5y analysis · Full analysis span regression · 6 months rolling