-72.2%
Z vs DUOL
+9.1%
-81.3%
-75.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DUOL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | -3.8% | +7.6% | +4.9% |
| 7D | -5.2% | +14.0% | -19.2% | -9.2% |
| 30D | +5.7% | +2.9% | +2.8% | +4.4% |
| 3M | -8.7% | +17.8% | -26.6% | -13.8% |
| 6M | -26.0% | +42.8% | -68.8% | -34.3% |
| YTD | -55.0% | -12.1% | -42.9% | -54.7% |
| 1Y | -58.0% | -23.3% | -34.6% | -56.2% |
| 3Y | -15.2% | -24.0% | +8.8% | -20.2% |
| 5Y | -53.8% | +5.1% | -58.9% | -67.1% |
| All | -72.2% | +9.1% | -81.3% | -80.9% |
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