+539.9%
STRL vs DUOL
-5.7%
+545.6%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DUOL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | -5.2% | +8.5% | +3.8% |
| 7D | +10.1% | -7.8% | +17.9% | +11.1% |
| 30D | -8.2% | +11.8% | -20.0% | -10.0% |
| 3M | -43.7% | +24.1% | -67.8% | -46.5% |
| 6M | +27.1% | +43.6% | -16.5% | +15.0% |
| YTD | +64.0% | -16.6% | +80.6% | +69.2% |
| 1Y | +75.2% | -46.0% | +121.2% | +100.4% |
| 3Y | +539.9% | -6.5% | +546.4% | +510.5% |
| All | +539.9% | -5.7% | +545.6% | +510.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling