-35.8%
ZBRA vs DUOL
+1.6%
-37.4%
-67.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DUOL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -1.0% | +2.9% | +2.0% |
| 7D | -3.4% | -7.0% | +3.6% | -2.1% |
| 30D | -7.4% | +6.7% | -14.1% | -9.0% |
| 3M | +57.5% | +16.0% | +41.5% | +51.5% |
| 6M | +64.0% | +45.4% | +18.6% | +49.7% |
| YTD | +44.3% | -18.1% | +62.4% | +46.7% |
| 1Y | +10.9% | -53.6% | +64.4% | +24.8% |
| 3Y | +37.5% | -11.0% | +48.5% | +28.2% |
| 5Y | -39.7% | -17.1% | -22.5% | -51.4% |
| All | -35.8% | +1.6% | -37.4% | -48.8% |
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