-31.5%
TRMB vs DUOL
+1.6%
-33.1%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DUOL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -1.0% | +2.5% | +1.6% |
| 7D | -3.0% | -7.0% | +3.9% | -1.9% |
| 30D | +2.3% | +6.7% | -4.4% | +1.0% |
| 3M | +15.3% | +16.0% | -0.7% | +11.8% |
| 6M | -14.7% | +45.4% | -60.1% | -20.9% |
| YTD | -26.4% | -18.1% | -8.3% | -25.3% |
| 1Y | -30.4% | -53.6% | +23.1% | -23.3% |
| 3Y | +13.5% | -11.0% | +24.5% | +7.4% |
| 5Y | -38.6% | -17.1% | -21.5% | -48.2% |
| All | -31.5% | +1.6% | -33.1% | -42.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling