+68.5%
STRL vs DUOL
-43.9%
+112.4%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DUOL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | -2.7% | +8.5% | +5.3% |
| 7D | +3.4% | +5.1% | -1.7% | +4.3% |
| 30D | -9.2% | +14.1% | -23.4% | -6.8% |
| 3M | -51.0% | +41.5% | -92.6% | -48.9% |
| 6M | +15.8% | +60.6% | -44.8% | +18.1% |
| YTD | +58.9% | -12.0% | +70.9% | +82.4% |
| 1Y | +68.5% | -43.4% | +111.9% | +118.4% |
| All | +68.5% | -43.9% | +112.4% | +118.4% |
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