-72.1%
STLA vs DUOL
+16.9%
-89.0%
-84.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DUOL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +5.0% | -6.0% | -1.6% |
| 7D | -13.8% | +3.0% | -16.8% | -14.1% |
| 30D | -10.5% | +18.3% | -28.8% | -12.5% |
| 3M | -28.9% | +14.7% | -43.6% | -30.4% |
| 6M | -49.7% | +57.5% | -107.2% | -52.7% |
| YTD | -64.9% | -5.8% | -59.1% | -65.2% |
| 1Y | -64.0% | -11.4% | -52.6% | -64.1% |
| 3Y | -77.4% | -22.5% | -54.9% | -78.0% |
| 5Y | -74.4% | +6.6% | -81.1% | -78.2% |
| All | -72.1% | +16.9% | -89.0% | -75.7% |
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