+22.5%
STM vs DUOL
-10.4%
+32.9%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DUOL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -5.2% | +4.7% | +0.2% |
| 7D | +5.2% | -7.8% | +13.0% | +6.4% |
| 30D | -7.4% | +11.8% | -19.2% | -9.2% |
| 3M | -30.6% | +24.1% | -54.7% | -33.8% |
| 6M | +66.4% | +43.6% | +22.7% | +53.1% |
| YTD | +101.1% | -16.6% | +117.7% | +102.9% |
| 1Y | +97.4% | -46.0% | +143.4% | +112.6% |
| 3Y | +21.1% | -6.5% | +27.6% | +9.6% |
| 5Y | +22.5% | -7.4% | +29.9% | -5.0% |
| All | +22.5% | -10.4% | +32.9% | -5.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling