+16.5%
VZ vs DUOL
+16.1%
+0.4%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DUOL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +4.8% | -4.1% | +0.6% |
| 7D | +0.9% | +1.8% | -0.8% | +0.9% |
| 30D | +8.9% | +11.1% | -2.2% | +8.8% |
| 3M | +0.1% | +21.2% | -21.1% | -0.1% |
| 6M | +1.9% | +56.1% | -54.2% | +1.6% |
| YTD | +22.0% | -6.5% | +28.5% | +22.1% |
| 1Y | +22.1% | -15.8% | +37.9% | +22.2% |
| 3Y | +58.7% | -22.4% | +81.1% | +57.9% |
| 5Y | +22.3% | +8.3% | +14.0% | +18.3% |
| All | +16.5% | +16.1% | +0.4% | +12.0% |
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