+512.9%
ZETA vs DUOL
+16.9%
+496.0%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DUOL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +5.0% | -6.7% | -3.3% |
| 7D | +18.1% | +3.0% | +15.1% | +16.9% |
| 30D | +13.6% | +18.3% | -4.7% | +6.3% |
| 3M | +23.7% | +14.7% | +9.0% | +16.1% |
| 6M | +128.5% | +57.5% | +71.0% | +92.4% |
| YTD | +80.1% | -5.8% | +85.9% | +77.1% |
| 1Y | +98.0% | -11.4% | +109.4% | +98.2% |
| 3Y | +348.6% | -22.5% | +371.1% | +330.9% |
| 5Y | +286.6% | +6.6% | +280.0% | +172.0% |
| All | +512.9% | +16.9% | +496.0% | +365.7% |
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