+97.0%
STM vs DUOL
-14.5%
+111.5%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DUOL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +4.8% | -1.3% | +4.3% |
| 7D | +1.4% | +1.8% | -0.3% | +1.7% |
| 30D | -8.4% | +11.1% | -19.4% | -5.8% |
| 3M | -15.8% | +21.2% | -37.0% | -11.7% |
| 6M | -22.8% | +56.1% | -78.9% | -17.6% |
| YTD | +79.4% | -6.5% | +85.8% | +104.9% |
| 1Y | +97.0% | -15.8% | +112.8% | +128.4% |
| All | +97.0% | -14.5% | +111.5% | +128.4% |
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