+341.6%
ZETA vs DUOL
-15.6%
+357.2%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DUOL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +4.3% | -3.8% | -1.0% |
| 7D | -6.5% | -8.6% | +2.1% | -3.7% |
| 30D | +4.8% | +7.2% | -2.3% | +1.9% |
| 3M | +53.3% | +19.1% | +34.3% | +43.5% |
| 6M | +66.8% | +52.5% | +14.3% | +43.3% |
| YTD | +50.2% | -17.3% | +67.5% | +56.5% |
| 1Y | +62.0% | -49.2% | +111.3% | +92.6% |
| 3Y | +276.4% | -7.3% | +283.6% | +239.1% |
| 5Y | +341.6% | -16.3% | +357.9% | +231.1% |
| All | +341.6% | -15.6% | +357.2% | +231.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling