-19.2%
TRI vs DUOL
-9.6%
-9.6%
-62.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DUOL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.0% | +2.7% | +1.9% |
| 7D | -7.9% | -7.0% | -0.9% | -6.7% |
| 30D | -4.5% | +6.7% | -11.2% | -5.6% |
| 3M | +22.1% | +16.0% | +6.1% | +19.1% |
| 6M | -2.8% | +45.4% | -48.2% | -8.2% |
| YTD | -23.4% | -18.1% | -5.3% | -23.4% |
| 1Y | -41.5% | -53.6% | +12.0% | -38.9% |
| 3Y | -19.2% | -11.0% | -8.2% | -23.7% |
| All | -19.2% | -9.6% | -9.6% | -23.7% |
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