+7.0%
DUOL vs ZCMD
-100.0%
+107.0%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -7.1% | +6.0% | -1.1% |
| 7D | -7.0% | -5.4% | -1.6% | -7.0% |
| 30D | +6.7% | -24.8% | +31.5% | +6.6% |
| 3M | +16.0% | -62.8% | +78.8% | +16.0% |
| 6M | +45.4% | -99.5% | +144.9% | +47.8% |
| YTD | -18.1% | -99.8% | +81.6% | -16.4% |
| 1Y | -53.6% | -99.9% | +46.4% | -52.5% |
| 3Y | -11.0% | -100.0% | +89.0% | -12.4% |
| 5Y | -17.1% | -100.0% | +82.9% | -17.5% |
| All | +7.0% | -100.0% | +107.0% | +7.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ZCMD.
Daily Out/Under-Performance
Portfolio return minus ZCMD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ZCMD 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 ZCMD 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