-59.3%
STLA vs DUOL
+9.2%
-68.6%
-80.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DUOL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -2.7% | +4.0% | +1.6% |
| 7D | +2.6% | +5.1% | -2.5% | +2.0% |
| 30D | -1.2% | +14.1% | -15.4% | -2.8% |
| 3M | -24.8% | +41.5% | -66.3% | -28.0% |
| 6M | -25.6% | +60.6% | -86.2% | -30.2% |
| YTD | -48.9% | -12.0% | -37.0% | -48.7% |
| 1Y | -38.8% | -43.4% | +4.6% | -35.6% |
| 3Y | -64.5% | +3.7% | -68.3% | -66.9% |
| 5Y | -62.4% | -5.3% | -57.2% | -67.4% |
| All | -59.3% | +9.2% | -68.6% | -64.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling