-16.5%
Z vs DUOL
-20.2%
+3.6%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DUOL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +5.0% | -1.5% | +2.0% |
| 7D | +0.8% | +3.0% | -2.2% | -0.2% |
| 30D | +5.2% | +18.3% | -13.1% | -0.5% |
| 3M | -17.0% | +14.7% | -31.8% | -21.2% |
| 6M | -22.7% | +57.5% | -80.1% | -33.2% |
| YTD | -56.3% | -5.8% | -50.5% | -57.3% |
| 1Y | -57.7% | -11.4% | -46.3% | -58.1% |
| 3Y | -16.5% | -22.5% | +6.0% | -24.1% |
| All | -16.5% | -20.2% | +3.6% | -24.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling