-74.1%
ZM vs DUOL
+1.6%
-75.7%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DUOL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.0% | +1.1% | +0.4% |
| 7D | -5.7% | -7.0% | +1.3% | -4.0% |
| 30D | -9.1% | +6.7% | -15.8% | -10.8% |
| 3M | +3.5% | +16.0% | -12.5% | -1.0% |
| 6M | +25.7% | +45.4% | -19.7% | +12.9% |
| YTD | +10.8% | -18.1% | +28.9% | +13.3% |
| 1Y | +12.8% | -53.6% | +66.3% | +30.4% |
| 3Y | +33.1% | -11.0% | +44.1% | +13.0% |
| 5Y | -68.3% | -17.1% | -51.2% | -78.2% |
| All | -74.1% | +1.6% | -75.7% | -83.1% |
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 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