+1,287.9%
STRL vs DUOL
+11.3%
+1,276.6%
-75.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DUOL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -4.1% | +3.3% | -0.5% |
| 7D | +23.4% | +0.3% | +23.2% | +23.4% |
| 30D | -39.5% | +12.4% | -51.9% | -40.3% |
| 3M | -45.1% | +16.9% | -62.0% | -46.3% |
| 6M | -64.6% | +48.5% | -113.1% | -66.8% |
| YTD | -1.5% | -10.3% | +8.8% | -1.6% |
| 1Y | -20.8% | -15.6% | -5.1% | -20.1% |
| 3Y | +353.1% | -25.6% | +378.7% | +357.3% |
| 5Y | +942.9% | +1.5% | +941.3% | +847.6% |
| All | +1,287.9% | +11.3% | +1,276.6% | +1,157.0% |
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 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