-52.6%
STLA vs DUOL
-38.2%
-14.4%
-66.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DUOL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +26.0% | -22.2% | +3.0% |
| 7D | -0.6% | +19.3% | -19.9% | -1.4% |
| 30D | +3.6% | +9.6% | -6.1% | +2.8% |
| 3M | -20.6% | +17.1% | -37.7% | -21.2% |
| 6M | -34.3% | +46.3% | -80.6% | -34.5% |
| YTD | -57.3% | -8.1% | -49.2% | -55.5% |
| 1Y | -52.6% | -38.5% | -14.2% | -48.1% |
| All | -52.6% | -38.2% | -14.4% | -48.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling