-8.8%
SBUX vs DUOL
+1.6%
-10.4%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DUOL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.0% | +0.5% | -0.4% |
| 7D | -5.5% | -7.0% | +1.5% | -4.7% |
| 30D | -8.5% | +6.7% | -15.2% | -9.4% |
| 3M | -2.9% | +16.0% | -18.9% | -5.3% |
| 6M | -1.5% | +45.4% | -46.9% | -7.1% |
| YTD | +19.4% | -18.1% | +37.5% | +20.6% |
| 1Y | +22.9% | -53.6% | +76.5% | +32.6% |
| 3Y | +11.3% | -11.0% | +22.3% | +5.3% |
| 5Y | -6.9% | -17.1% | +10.3% | -22.6% |
| All | -8.8% | +1.6% | -10.4% | -25.1% |
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