-70.6%
Z vs DUOL
+3.5%
-74.2%
-75.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DUOL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | -5.2% | -1.2% | -4.9% |
| 7D | -3.3% | -7.8% | +4.5% | -0.9% |
| 30D | -3.7% | +11.8% | -15.6% | -6.9% |
| 3M | -7.0% | +24.1% | -31.1% | -13.0% |
| 6M | -29.5% | +43.6% | -73.1% | -37.3% |
| YTD | -52.6% | -16.6% | -36.0% | -51.1% |
| 1Y | -64.0% | -46.0% | -18.0% | -59.1% |
| 3Y | -36.4% | -6.5% | -30.0% | -44.2% |
| 5Y | -65.8% | -7.4% | -58.3% | -75.2% |
| All | -70.6% | +3.5% | -74.2% | -79.3% |
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