-37.2%
TRMB vs DUOL
-17.6%
-19.6%
-55.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +0.9% |
| 3M | +15.3% | +16.0% | -0.7% | +11.7% |
| 6M | -14.7% | +45.4% | -60.1% | -21.0% |
| YTD | -26.4% | -18.1% | -8.3% | -25.3% |
| 1Y | -30.4% | -53.6% | +23.1% | -23.2% |
| 3Y | +13.5% | -11.0% | +24.5% | +7.1% |
| All | -37.2% | -17.6% | -19.6% | -48.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling