-29.1%
STZ vs DUOL
+11.0%
-40.2%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DUOL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.6% | +2.0% | -0.5% |
| 7D | +11.8% | +15.1% | -3.3% | +10.9% |
| 30D | +26.0% | +6.0% | +20.0% | +25.4% |
| 3M | +11.5% | +16.0% | -4.5% | +10.5% |
| 6M | -2.0% | +50.9% | -52.9% | -4.0% |
| YTD | +7.9% | -10.5% | +18.4% | +7.7% |
| 1Y | +13.9% | -39.6% | +53.5% | +15.6% |
| 3Y | -35.8% | -1.4% | -34.4% | -37.1% |
| 5Y | -28.4% | +2.1% | -30.6% | -31.8% |
| All | -29.1% | +11.0% | -40.2% | -32.9% |
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