-64.8%
Z vs DUOL
-6.3%
-58.5%
-74.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DUOL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -2.7% | +0.6% | -1.3% |
| 7D | -3.0% | +5.1% | -8.1% | -4.6% |
| 30D | -4.2% | +14.1% | -18.3% | -8.0% |
| 3M | -3.7% | +41.5% | -45.2% | -13.5% |
| 6M | -24.5% | +60.6% | -85.1% | -35.1% |
| YTD | -49.3% | -12.0% | -37.3% | -48.6% |
| 1Y | -58.7% | -43.4% | -15.3% | -53.7% |
| 3Y | -34.1% | +3.7% | -37.9% | -44.2% |
| All | -64.8% | -6.3% | -58.5% | -75.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling