+22.9%
STM vs DUOL
+16.1%
+6.8%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DUOL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +4.8% | -1.3% | +2.9% |
| 7D | +1.4% | +1.8% | -0.3% | +1.2% |
| 30D | -8.4% | +11.1% | -19.4% | -10.1% |
| 3M | -15.8% | +21.2% | -37.0% | -18.9% |
| 6M | -22.8% | +56.1% | -78.9% | -29.7% |
| YTD | +79.4% | -6.5% | +85.8% | +76.8% |
| 1Y | +97.0% | -15.8% | +112.8% | +97.5% |
| 3Y | +14.2% | -22.4% | +36.6% | +8.5% |
| 5Y | -4.5% | +8.3% | -12.8% | -26.3% |
| All | +22.9% | +16.1% | +6.8% | -5.4% |
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 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