+195.6%
STT vs DUOL
-12.4%
+208.0%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DUOL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -4.9% | +4.9% | +0.4% |
| 7D | +1.0% | -11.8% | +12.8% | +1.9% |
| 30D | +2.8% | +1.5% | +1.3% | +2.5% |
| 3M | +18.1% | +18.1% | 0.0% | +15.9% |
| 6M | +59.2% | +38.7% | +20.6% | +53.3% |
| YTD | +51.5% | -20.7% | +72.1% | +53.2% |
| 1Y | +75.7% | -49.1% | +124.8% | +84.0% |
| All | +195.6% | -12.4% | +208.0% | +191.0% |
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 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