-38.1%
ZBH vs DUOL
+1.6%
-39.8%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DUOL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.0% | +2.2% | +1.2% |
| 7D | -4.7% | -7.0% | +2.3% | -4.3% |
| 30D | -4.5% | +6.7% | -11.2% | -5.0% |
| 3M | +7.6% | +16.0% | -8.4% | +6.4% |
| 6M | +0.3% | +45.4% | -45.1% | -2.3% |
| YTD | +4.5% | -18.1% | +22.7% | +5.0% |
| 1Y | -9.4% | -53.6% | +44.2% | -6.2% |
| 3Y | -21.5% | -11.0% | -10.5% | -24.6% |
| 5Y | -28.4% | -17.1% | -11.3% | -35.2% |
| All | -38.1% | +1.6% | -39.8% | -44.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling