+1,087.5%
STX vs DUOL
-1.5%
+1,089.0%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DUOL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -4.9% | +2.8% | -1.7% |
| 7D | +9.6% | -11.8% | +21.4% | +10.5% |
| 30D | +10.6% | +1.5% | +9.1% | +10.1% |
| 3M | +4.8% | +18.1% | -13.3% | +2.0% |
| 6M | +137.3% | +38.7% | +98.6% | +125.8% |
| YTD | +222.5% | -20.7% | +243.1% | +225.5% |
| 1Y | +366.2% | -49.1% | +415.3% | +390.0% |
| 3Y | +1,352.9% | -11.0% | +1,363.9% | +1,265.9% |
| 5Y | +1,077.4% | -18.0% | +1,095.4% | +919.8% |
| All | +1,087.5% | -1.5% | +1,089.0% | +904.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling