-10.1%
DUOL vs ZCMD
-100.0%
+89.9%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -1.7% | +6.0% | +4.2% |
| 7D | -8.6% | -2.0% | -6.6% | -8.6% |
| 30D | +7.2% | -19.8% | +27.0% | +7.1% |
| 3M | +19.1% | -62.1% | +81.1% | +19.0% |
| 6M | +52.5% | -99.5% | +152.0% | +56.3% |
| YTD | -17.3% | -99.7% | +82.5% | -14.6% |
| 1Y | -49.2% | -99.9% | +50.7% | -47.3% |
| All | -10.1% | -100.0% | +89.9% | -20.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling