-30.4%
STZ vs DUOL
+13.5%
-43.8%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DUOL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +2.2% | -4.0% | -1.9% |
| 7D | +4.9% | +21.9% | -17.0% | +3.9% |
| 30D | +20.9% | +5.7% | +15.1% | +20.3% |
| 3M | +8.0% | +30.9% | -22.9% | +6.5% |
| 6M | -5.3% | +52.8% | -58.0% | -7.3% |
| YTD | +5.9% | -8.6% | +14.5% | +5.7% |
| 1Y | +14.2% | -17.2% | +31.4% | +14.4% |
| 3Y | -37.0% | +2.0% | -38.9% | -38.3% |
| 5Y | -29.7% | +4.4% | -34.1% | -33.1% |
| All | -30.4% | +13.5% | -43.8% | -34.2% |
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