+136.9%
STT vs DUOL
+16.9%
+120.0%
-41.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DUOL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +5.0% | -5.2% | -0.6% |
| 7D | +4.8% | +3.0% | +1.7% | +4.4% |
| 30D | +3.9% | +18.3% | -14.4% | +1.9% |
| 3M | -8.2% | +14.7% | -22.9% | -9.9% |
| 6M | +15.6% | +57.5% | -41.9% | +9.2% |
| YTD | +37.6% | -5.8% | +43.4% | +36.3% |
| 1Y | +50.1% | -11.4% | +61.5% | +49.5% |
| 3Y | +183.1% | -22.5% | +205.6% | +175.7% |
| 5Y | +104.8% | +6.6% | +98.2% | +73.2% |
| All | +136.9% | +16.9% | +120.0% | +105.4% |
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