-21.0%
Z vs DUOL
-23.0%
+2.0%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DUOL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | +1.6% | -7.1% | -6.0% |
| 7D | -6.5% | +22.4% | -28.9% | -12.4% |
| 30D | -0.1% | +4.5% | -4.6% | -2.0% |
| 3M | -14.1% | +14.2% | -28.3% | -18.2% |
| 6M | -30.1% | +45.1% | -75.1% | -38.1% |
| YTD | -57.5% | -10.7% | -46.8% | -57.8% |
| 1Y | -60.3% | -18.7% | -41.6% | -59.7% |
| 3Y | -21.0% | -25.9% | +4.9% | -27.2% |
| All | -21.0% | -23.0% | +2.0% | -27.2% |
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