+163.9%
STT vs DUOL
+9.2%
+154.7%
-41.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DUOL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.7% | +2.9% | +0.4% |
| 7D | +0.5% | +5.1% | -4.6% | 0.0% |
| 30D | +3.9% | +14.1% | -10.3% | +2.3% |
| 3M | +20.0% | +41.5% | -21.6% | +15.2% |
| 6M | +55.3% | +60.6% | -5.3% | +46.5% |
| YTD | +53.3% | -12.0% | +65.3% | +53.6% |
| 1Y | +74.7% | -43.4% | +118.1% | +81.9% |
| 3Y | +205.8% | +3.7% | +202.1% | +187.8% |
| 5Y | +145.0% | -5.3% | +150.3% | +109.6% |
| All | +163.9% | +9.2% | +154.7% | +131.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling