+155.8%
STT vs DUOL
-11.2%
+166.9%
-41.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DUOL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -4.9% | +4.9% | +0.5% |
| 7D | +1.0% | -11.8% | +12.8% | +2.2% |
| 30D | +2.8% | +1.5% | +1.3% | +2.4% |
| 3M | +18.1% | +18.1% | 0.0% | +15.4% |
| 6M | +59.2% | +38.7% | +20.6% | +52.2% |
| YTD | +51.5% | -20.7% | +72.1% | +53.3% |
| 1Y | +75.7% | -49.1% | +124.8% | +85.0% |
| 3Y | +200.8% | -11.0% | +211.8% | +186.5% |
| 5Y | +155.8% | -18.0% | +173.8% | +119.1% |
| All | +155.8% | -11.2% | +166.9% | +119.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling