-58.7%
ZTS vs DUOL
+11.7%
-70.5%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DUOL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +5.0% | -4.0% | +0.6% |
| 7D | +5.6% | +3.0% | +2.5% | +5.2% |
| 30D | +12.1% | +18.3% | -6.2% | +10.1% |
| 3M | +11.3% | +14.7% | -3.4% | +9.4% |
| 6M | +14.3% | +57.5% | -43.2% | +9.2% |
| YTD | -31.9% | -5.8% | -26.1% | -32.4% |
| 1Y | -29.3% | -11.4% | -17.9% | -29.5% |
| 3Y | -48.0% | -22.5% | -25.5% | -50.1% |
| All | -58.7% | +11.7% | -70.5% | -64.7% |
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