-60.5%
ZTS vs DUOL
+9.2%
-69.8%
-69.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DUOL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.7% | +2.1% | -0.4% |
| 7D | -2.0% | +5.1% | -7.1% | -2.4% |
| 30D | +1.9% | +14.1% | -12.2% | +0.7% |
| 3M | -4.0% | +41.5% | -45.5% | -6.8% |
| 6M | -39.1% | +60.6% | -99.7% | -41.7% |
| YTD | -38.8% | -12.0% | -26.8% | -38.6% |
| 1Y | -49.6% | -43.4% | -6.2% | -47.9% |
| 3Y | -59.0% | +3.7% | -62.7% | -61.6% |
| 5Y | -61.8% | -5.3% | -56.5% | -66.0% |
| All | -60.5% | +9.2% | -69.8% | -65.4% |
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