-54.7%
Z vs DUOL
+6.4%
-61.1%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DUOL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -4.1% | +1.8% | -1.0% |
| 7D | -4.9% | +0.3% | -5.2% | -5.1% |
| 30D | +3.0% | +12.4% | -9.4% | -1.1% |
| 3M | -13.4% | +16.9% | -30.3% | -18.2% |
| 6M | -27.3% | +48.5% | -75.8% | -36.7% |
| YTD | -57.8% | -10.3% | -47.5% | -57.7% |
| 1Y | -60.0% | -15.6% | -44.4% | -59.4% |
| 3Y | -21.5% | -25.6% | +4.1% | -26.5% |
| All | -54.7% | +6.4% | -61.1% | -69.5% |
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