+38.7%
DUOL vs ZCMD
-99.4%
+138.1%
-13.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | +4.0% | -8.9% | -4.8% |
| 7D | -11.8% | -4.1% | -7.6% | -11.8% |
| 30D | +1.5% | -22.7% | +24.2% | +1.2% |
| 3M | +18.1% | -62.5% | +80.6% | +18.6% |
| 6M | +38.7% | -99.5% | +138.1% | +40.4% |
| All | +38.7% | -99.4% | +138.1% | +40.4% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling