-39.6%
ZS vs DUOL
-15.6%
-24.0%
-76.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DUOL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +4.3% | -5.8% | -3.0% |
| 7D | -8.1% | -8.6% | +0.5% | -5.3% |
| 30D | -8.4% | +7.2% | -15.6% | -11.2% |
| 3M | +31.1% | +19.1% | +12.0% | +21.6% |
| 6M | +4.4% | +52.5% | -48.1% | -11.4% |
| YTD | -27.3% | -17.3% | -10.0% | -24.7% |
| 1Y | -41.4% | -49.2% | +7.9% | -30.5% |
| 3Y | +1.7% | -7.3% | +8.9% | -16.8% |
| 5Y | -39.6% | -16.3% | -23.3% | -59.7% |
| All | -39.6% | -15.6% | -24.0% | -59.7% |
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