-9.5%
DUOL vs JAAA
+26.5%
-36.0%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.1% | -1.1% | -1.2% |
| 7D | -7.0% | +0.1% | -7.1% | -7.1% |
| 30D | +6.7% | +0.5% | +6.2% | +5.8% |
| 3M | +16.0% | +1.3% | +14.7% | +13.6% |
| 6M | +45.4% | +2.8% | +42.6% | +38.8% |
| YTD | -18.1% | +3.3% | -21.4% | -22.3% |
| 1Y | -53.6% | +4.9% | -58.5% | -56.9% |
| 3Y | -11.0% | +19.0% | -29.9% | -16.1% |
| All | -9.5% | +26.5% | -36.0% | -10.6% |
Cumulative growth
Daily Returns
Daily percentage return beside JAAA.
Daily Out/Under-Performance
Portfolio return minus JAAA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × JAAA 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 JAAA 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