-68.3%
ZM vs DUOL
-15.6%
-52.7%
-81.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DUOL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +4.3% | -5.0% | -1.8% |
| 7D | -2.7% | -8.6% | +5.9% | -0.6% |
| 30D | -10.0% | +7.2% | -17.2% | -11.8% |
| 3M | +1.6% | +19.1% | -17.5% | -3.5% |
| 6M | +25.0% | +52.5% | -27.5% | +10.9% |
| YTD | +10.6% | -17.3% | +27.9% | +12.9% |
| 1Y | +14.0% | -49.2% | +63.2% | +28.7% |
| 3Y | +32.5% | -7.3% | +39.7% | +10.5% |
| 5Y | -68.3% | -16.3% | -52.1% | -78.8% |
| All | -68.3% | -15.6% | -52.7% | -78.8% |
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 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