-37.6%
STZ vs DUOL
+9.2%
-46.9%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DUOL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.7% | +2.0% | -0.6% |
| 7D | -1.9% | +5.1% | -7.0% | -2.1% |
| 30D | -1.9% | +14.1% | -16.0% | -2.5% |
| 3M | -6.2% | +41.5% | -47.7% | -7.6% |
| 6M | -14.0% | +60.6% | -74.6% | -15.8% |
| YTD | -5.1% | -12.0% | +6.9% | -4.9% |
| 1Y | -9.6% | -43.4% | +33.8% | -7.8% |
| 3Y | -47.2% | +3.7% | -51.0% | -48.3% |
| 5Y | -33.6% | -5.3% | -28.3% | -36.5% |
| All | -37.6% | +9.2% | -46.9% | -40.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling