+21.8%
STM vs DUOL
-0.5%
+22.3%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DUOL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -2.7% | +4.6% | +2.1% |
| 7D | +5.8% | +5.1% | +0.7% | +5.4% |
| 30D | -1.0% | +14.1% | -15.1% | -2.3% |
| 3M | -33.3% | +41.5% | -74.8% | -36.0% |
| 6M | +57.4% | +60.6% | -3.3% | +46.9% |
| YTD | +102.2% | -12.0% | +114.2% | +105.4% |
| 1Y | +99.6% | -43.4% | +143.0% | +114.4% |
| All | +21.8% | -0.5% | +22.3% | +14.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling