+1.6%
TRI vs DUOL
+2.7%
-1.0%
-62.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DUOL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +4.3% | -5.6% | -1.8% |
| 7D | -14.4% | -8.6% | -5.8% | -13.4% |
| 30D | -8.1% | +7.2% | -15.3% | -8.9% |
| 3M | +17.5% | +19.1% | -1.5% | +15.1% |
| 6M | -5.0% | +52.5% | -57.5% | -9.5% |
| YTD | -24.7% | -17.3% | -7.4% | -24.3% |
| 1Y | -41.5% | -49.2% | +7.7% | -39.1% |
| 3Y | -20.3% | -7.3% | -13.1% | -23.1% |
| 5Y | -10.9% | -16.3% | +5.3% | -18.3% |
| All | +1.6% | +2.7% | -1.0% | -8.2% |
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