-58.0%
Z vs DUOL
-23.9%
-34.1%
-64.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DUOL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | -3.8% | +7.6% | +5.4% |
| 7D | -5.2% | +14.0% | -19.2% | -10.8% |
| 30D | +5.7% | +2.9% | +2.8% | +3.6% |
| 3M | -8.7% | +17.8% | -26.6% | -16.0% |
| 6M | -26.0% | +42.8% | -68.8% | -37.6% |
| YTD | -55.0% | -12.1% | -42.9% | -55.9% |
| All | -58.0% | -23.9% | -34.1% | -57.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling