-61.4%
STLA vs DUOL
+2.7%
-64.1%
-80.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DUOL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +4.3% | -4.4% | -0.7% |
| 7D | -3.8% | -8.6% | +4.8% | -2.9% |
| 30D | -3.1% | +7.2% | -10.3% | -4.0% |
| 3M | -19.6% | +19.1% | -38.7% | -21.5% |
| 6M | -23.5% | +52.5% | -76.0% | -27.8% |
| YTD | -51.5% | -17.3% | -34.2% | -51.0% |
| 1Y | -39.7% | -49.2% | +9.6% | -35.8% |
| 3Y | -66.3% | -7.3% | -59.1% | -68.1% |
| 5Y | -63.1% | -16.3% | -46.9% | -67.8% |
| All | -61.4% | +2.7% | -64.1% | -65.8% |
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