+0.6%
ZS vs DUOL
-12.4%
+13.1%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DUOL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -4.9% | +7.5% | +3.9% |
| 7D | -3.8% | -11.8% | +8.0% | -0.6% |
| 30D | -6.0% | +1.5% | -7.5% | -6.8% |
| 3M | +32.0% | +18.1% | +13.9% | +25.0% |
| 6M | +2.1% | +38.7% | -36.5% | -7.3% |
| YTD | -26.2% | -20.7% | -5.5% | -24.5% |
| 1Y | -41.2% | -49.1% | +7.9% | -34.8% |
| All | +0.6% | -12.4% | +13.1% | -9.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling