+1,232.5%
STRL vs DUOL
+10.8%
+1,221.7%
-75.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DUOL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.6% | -2.0% | -0.5% |
| 7D | -19.8% | +22.4% | -42.2% | -21.4% |
| 30D | -43.6% | +4.5% | -48.1% | -43.9% |
| 3M | -45.2% | +14.2% | -59.4% | -46.4% |
| 6M | -65.7% | +45.1% | -110.8% | -67.8% |
| YTD | -5.4% | -10.7% | +5.3% | -5.5% |
| 1Y | -24.7% | -18.7% | -5.9% | -23.7% |
| 3Y | +335.0% | -25.9% | +361.0% | +339.2% |
| 5Y | +915.3% | +5.8% | +909.5% | +825.0% |
| All | +1,232.5% | +10.8% | +1,221.7% | +1,107.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling