-53.7%
Z vs DUOL
-5.7%
-48.0%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DUOL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +4.8% | -3.1% | +0.2% |
| 7D | -13.1% | +1.8% | -14.8% | -13.6% |
| 30D | +5.9% | +11.1% | -5.2% | +1.9% |
| 3M | -13.7% | +21.2% | -34.9% | -19.4% |
| 6M | -27.1% | +56.1% | -83.2% | -37.4% |
| YTD | -56.8% | -6.5% | -50.3% | -57.3% |
| 1Y | -60.2% | -15.8% | -44.4% | -59.6% |
| 3Y | -19.7% | -22.4% | +2.7% | -25.7% |
| 5Y | -53.7% | +8.3% | -62.0% | -68.6% |
| All | -53.7% | -5.7% | -48.0% | -68.6% |
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 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