-56.3%
Z vs DUOL
+4.3%
-60.6%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DUOL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +2.2% | -4.6% | -3.1% |
| 7D | -4.6% | +21.9% | -26.5% | -10.5% |
| 30D | +8.3% | +5.7% | +2.6% | +6.0% |
| 3M | -11.6% | +30.9% | -42.5% | -19.3% |
| 6M | -33.6% | +52.8% | -86.4% | -42.6% |
| YTD | -56.7% | -8.6% | -48.1% | -56.8% |
| 1Y | -59.1% | -17.2% | -41.9% | -58.2% |
| 3Y | -20.4% | +2.0% | -22.3% | -33.2% |
| All | -56.3% | +4.3% | -60.6% | -70.9% |
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