-29.3%
STZ vs DUOL
-5.7%
-23.6%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DUOL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +4.8% | -5.7% | -1.2% |
| 7D | -0.9% | +1.8% | -2.7% | -1.0% |
| 30D | +14.9% | +11.1% | +3.8% | +14.1% |
| 3M | +8.4% | +21.2% | -12.8% | +7.2% |
| 6M | +2.8% | +56.1% | -53.3% | +0.4% |
| YTD | +7.5% | -6.5% | +14.0% | +7.1% |
| 1Y | +12.5% | -15.8% | +28.3% | +12.6% |
| 3Y | -35.4% | -22.4% | -13.0% | -36.2% |
| 5Y | -29.3% | +8.3% | -37.6% | -31.7% |
| All | -29.3% | -5.7% | -23.6% | -31.7% |
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