+664.8%
TRGP vs DUOL
+3.5%
+661.3%
-31.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DUOL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -5.2% | +6.7% | +1.9% |
| 7D | -0.6% | -7.8% | +7.2% | +0.1% |
| 30D | +14.6% | +11.8% | +2.7% | +13.3% |
| 3M | +11.9% | +24.1% | -12.2% | +9.2% |
| 6M | +25.3% | +43.6% | -18.4% | +20.2% |
| YTD | +61.9% | -16.6% | +78.4% | +62.9% |
| 1Y | +87.3% | -46.0% | +133.3% | +95.1% |
| 3Y | +268.0% | -6.5% | +274.5% | +255.6% |
| 5Y | +638.2% | -7.4% | +645.6% | +541.0% |
| All | +664.8% | +3.5% | +661.3% | +563.5% |
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