+1,055.9%
STX vs DUOL
+2.7%
+1,053.2%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | DUOL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +4.3% | -6.9% | -3.0% |
| 7D | +8.0% | -8.6% | +16.6% | +8.6% |
| 30D | +5.1% | +7.2% | -2.1% | +4.2% |
| 3M | +5.8% | +19.1% | -13.3% | +3.0% |
| 6M | +124.9% | +52.5% | +72.4% | +112.2% |
| YTD | +213.9% | -17.3% | +231.2% | +215.9% |
| 1Y | +350.4% | -49.2% | +399.6% | +374.9% |
| 3Y | +1,314.2% | -7.3% | +1,321.5% | +1,225.4% |
| 5Y | +1,092.8% | -16.3% | +1,109.1% | +932.9% |
| All | +1,055.9% | +2.7% | +1,053.2% | +874.2% |
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 2016-09-10 to 2026-09-10: 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling