+96.5%
STM vs DUOL
-38.2%
+134.7%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DUOL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.1% | +26.0% | -32.0% | -2.5% |
| 7D | -6.0% | +19.3% | -25.3% | -3.1% |
| 30D | -20.9% | +9.6% | -30.6% | -19.2% |
| 3M | -15.8% | +17.1% | -32.8% | -12.8% |
| 6M | -17.0% | +46.3% | -63.4% | -13.2% |
| YTD | +76.8% | -8.1% | +84.9% | +93.2% |
| 1Y | +96.5% | -38.5% | +134.9% | +123.6% |
| All | +96.5% | -38.2% | +134.7% | +123.6% |
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