-22.4%
ZBH vs DUOL
-8.7%
-13.7%
-38.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DUOL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +4.3% | -6.5% | -2.5% |
| 7D | -6.6% | -8.6% | +2.1% | -6.2% |
| 30D | -4.9% | +7.2% | -12.1% | -5.2% |
| 3M | +5.1% | +19.1% | -13.9% | +4.4% |
| 6M | +1.3% | +52.5% | -51.2% | -0.2% |
| YTD | +3.4% | -17.3% | +20.6% | +3.4% |
| 1Y | -8.7% | -49.2% | +40.5% | -7.5% |
| All | -22.4% | -8.7% | -13.7% | -24.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling