-31.6%
ZS vs DUOL
+3.5%
-35.2%
-76.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DUOL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -5.2% | +0.6% | -2.9% |
| 7D | -9.2% | -7.8% | -1.4% | -6.6% |
| 30D | -4.0% | +11.8% | -15.8% | -8.0% |
| 3M | +25.3% | +24.1% | +1.2% | +14.9% |
| 6M | -1.3% | +43.6% | -44.9% | -14.1% |
| YTD | -28.0% | -16.6% | -11.4% | -25.5% |
| 1Y | -42.5% | -46.0% | +3.5% | -33.4% |
| 3Y | +0.7% | -6.5% | +7.2% | -16.9% |
| 5Y | -42.3% | -7.4% | -34.9% | -60.9% |
| All | -31.6% | +3.5% | -35.2% | -54.2% |
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