-39.7%
STLA vs DUOL
-47.0%
+7.4%
-58.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DUOL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +4.3% | -4.4% | -0.4% |
| 7D | -3.8% | -8.6% | +4.8% | -3.5% |
| 30D | -3.1% | +7.2% | -10.3% | -3.4% |
| 3M | -19.6% | +19.1% | -38.7% | -20.0% |
| 6M | -23.5% | +52.5% | -76.0% | -24.8% |
| YTD | -51.5% | -17.3% | -34.2% | -48.9% |
| 1Y | -39.7% | -49.2% | +9.6% | -31.3% |
| All | -39.7% | -47.0% | +7.4% | -31.3% |
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