+1,125.4%
STX vs DUOL
-19.0%
+1,144.5%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +225.6% |
| 1Y | +366.2% | -49.1% | +415.3% | +390.1% |
| 3Y | +1,352.9% | -11.0% | +1,363.9% | +1,265.8% |
| All | +1,125.4% | -19.0% | +1,144.5% | +958.3% |
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