+2,178.6%
STRL vs DUOL
-1.5%
+2,180.2%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DUOL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -4.9% | +3.5% | -0.9% |
| 7D | +8.2% | -11.8% | +20.0% | +9.5% |
| 30D | -6.3% | +1.5% | -7.8% | -6.8% |
| 3M | -41.2% | +18.1% | -59.3% | -43.1% |
| 6M | +20.4% | +38.7% | -18.3% | +12.5% |
| YTD | +61.7% | -20.7% | +82.4% | +64.2% |
| 1Y | +72.7% | -49.1% | +121.8% | +86.9% |
| 3Y | +530.9% | -11.0% | +542.0% | +530.1% |
| 5Y | +2,125.4% | -18.0% | +2,143.4% | +1,939.4% |
| All | +2,178.6% | -1.5% | +2,180.2% | +1,996.4% |
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 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