+9.0%
DUOL vs JAAA
+27.0%
-18.0%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | 0.0% | -5.2% | -5.2% |
| 7D | -7.8% | +0.1% | -7.9% | -8.0% |
| 30D | +11.8% | +0.5% | +11.4% | +11.0% |
| 3M | +24.1% | +1.2% | +22.9% | +21.6% |
| 6M | +43.6% | +2.8% | +40.8% | +36.9% |
| YTD | -16.6% | +3.2% | -19.8% | -20.8% |
| 1Y | -46.0% | +4.8% | -50.9% | -49.9% |
| 3Y | -6.5% | +19.0% | -25.4% | -12.6% |
| 5Y | -7.4% | +26.8% | -34.2% | -14.0% |
| All | +9.0% | +27.0% | -18.0% | +2.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling