-28.6%
STZ vs DUOL
+10.8%
-39.4%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DUOL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.6% | -1.6% | -0.1% |
| 7D | +5.3% | +22.4% | -17.1% | +4.3% |
| 30D | +19.6% | +4.5% | +15.1% | +19.1% |
| 3M | +10.0% | +14.2% | -4.2% | +9.0% |
| 6M | -0.3% | +45.1% | -45.3% | -2.2% |
| YTD | +8.6% | -10.7% | +19.3% | +8.4% |
| 1Y | +16.6% | -18.7% | +35.3% | +16.9% |
| 3Y | -34.8% | -25.9% | -8.9% | -35.3% |
| 5Y | -27.8% | +5.8% | -33.7% | -31.3% |
| All | -28.6% | +10.8% | -39.4% | -32.5% |
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