+414.9%
ZETA vs DUOL
+3.5%
+411.4%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-08.
| Period | Portfolio | DUOL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -5.2% | +3.4% | -0.1% |
| 7D | -2.4% | -7.8% | +5.4% | +0.2% |
| 30D | +15.6% | +11.8% | +3.7% | +10.9% |
| 3M | +41.5% | +24.1% | +17.4% | +30.9% |
| 6M | +63.4% | +43.6% | +19.8% | +43.7% |
| YTD | +51.3% | -16.6% | +67.9% | +57.2% |
| 1Y | +65.8% | -46.0% | +111.8% | +92.6% |
| 3Y | +279.2% | -6.5% | +285.7% | +243.8% |
| 5Y | +341.8% | -7.4% | +349.2% | +236.9% |
| All | +414.9% | +3.5% | +411.4% | +313.3% |
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 1990-01-01 to 2026-09-08: 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…
1990-01-01 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling