-73.9%
ZM vs DUOL
+3.5%
-77.4%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DUOL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.8% | -5.2% | +0.4% | -3.5% |
| 7D | +1.6% | -7.8% | +9.4% | +3.6% |
| 30D | -7.7% | +11.8% | -19.5% | -10.4% |
| 3M | -4.7% | +24.1% | -28.8% | -10.3% |
| 6M | +24.4% | +43.6% | -19.2% | +12.2% |
| YTD | +11.8% | -16.6% | +28.3% | +13.9% |
| 1Y | +13.4% | -46.0% | +59.4% | +25.9% |
| 3Y | +33.8% | -6.5% | +40.3% | +11.9% |
| 5Y | -67.2% | -7.4% | -59.7% | -77.9% |
| All | -73.9% | +3.5% | -77.4% | -83.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling