+9.0%
DUOL vs TRU
-32.6%
+41.6%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | -2.8% | -2.4% | -3.7% |
| 7D | -7.8% | -7.2% | -0.6% | -4.1% |
| 30D | +11.8% | -2.8% | +14.6% | +13.5% |
| 3M | +24.1% | +13.0% | +11.1% | +16.2% |
| 6M | +43.6% | +0.7% | +43.0% | +41.8% |
| YTD | -16.6% | -9.0% | -7.6% | -13.3% |
| 1Y | -46.0% | -16.3% | -29.7% | -41.8% |
| 3Y | -6.5% | -1.1% | -5.4% | -11.6% |
| 5Y | -7.4% | -36.0% | +28.6% | +27.1% |
| All | +9.0% | -32.6% | +41.6% | +40.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling