-37.7%
ZBH vs DUOL
+3.5%
-41.2%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DUOL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -5.2% | +1.3% | -3.6% |
| 7D | -5.2% | -7.8% | +2.6% | -4.7% |
| 30D | -2.4% | +11.8% | -14.2% | -3.1% |
| 3M | +8.3% | +24.1% | -15.9% | +6.6% |
| 6M | +0.7% | +43.6% | -43.0% | -1.9% |
| YTD | +5.3% | -16.6% | +21.9% | +5.8% |
| 1Y | -9.1% | -46.0% | +37.0% | -6.7% |
| 3Y | -19.7% | -6.5% | -13.2% | -23.1% |
| 5Y | -31.3% | -7.4% | -23.9% | -37.9% |
| All | -37.7% | +3.5% | -41.2% | -44.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling