+183.1%
STT vs DUOL
-20.2%
+203.2%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DUOL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +5.0% | -5.2% | -0.5% |
| 7D | +4.8% | +3.0% | +1.7% | +4.5% |
| 30D | +3.9% | +18.3% | -14.4% | +2.3% |
| 3M | -8.2% | +14.7% | -22.9% | -9.6% |
| 6M | +15.6% | +57.5% | -41.9% | +10.1% |
| YTD | +37.6% | -5.8% | +43.4% | +37.1% |
| 1Y | +50.1% | -11.4% | +61.5% | +50.2% |
| 3Y | +183.1% | -22.5% | +205.6% | +184.4% |
| All | +183.1% | -20.2% | +203.2% | +184.4% |
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 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