-64.0%
STLA vs DUOL
-11.1%
-53.0%
-68.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DUOL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +5.0% | -6.0% | -1.2% |
| 7D | -13.8% | +3.0% | -16.8% | -13.8% |
| 30D | -10.5% | +18.3% | -28.8% | -11.2% |
| 3M | -28.9% | +14.7% | -43.6% | -29.4% |
| 6M | -49.7% | +57.5% | -107.2% | -49.3% |
| YTD | -64.9% | -5.8% | -59.1% | -62.5% |
| 1Y | -64.0% | -11.4% | -52.6% | -61.3% |
| All | -64.0% | -11.1% | -53.0% | -61.3% |
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