+15.2%
VZ vs DUOL
+9.1%
+6.1%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DUOL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -3.8% | +4.7% | +0.8% |
| 7D | +2.2% | +14.0% | -11.8% | +2.1% |
| 30D | +10.6% | +2.9% | +7.7% | +10.5% |
| 3M | -0.6% | +17.8% | -18.4% | -0.8% |
| 6M | +0.7% | +42.8% | -42.1% | +0.5% |
| YTD | +20.6% | -12.1% | +32.7% | +20.7% |
| 1Y | +22.7% | -23.3% | +46.1% | +23.0% |
| 3Y | +57.2% | -24.0% | +81.3% | +56.4% |
| 5Y | +21.4% | +5.1% | +16.3% | +17.5% |
| All | +15.2% | +9.1% | +6.1% | +10.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling