+459.0%
JBL vs DUOL
+1.6%
+457.3%
-36.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DUOL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | -1.0% | +6.1% | +5.2% |
| 7D | +2.4% | -7.0% | +9.4% | +3.2% |
| 30D | -13.1% | +6.7% | -19.8% | -14.1% |
| 3M | -15.6% | +16.0% | -31.6% | -18.2% |
| 6M | +24.6% | +45.4% | -20.8% | +16.0% |
| YTD | +39.6% | -18.1% | +57.7% | +40.8% |
| 1Y | +48.6% | -53.6% | +102.2% | +61.9% |
| 3Y | +197.3% | -11.0% | +208.2% | +182.2% |
| 5Y | +413.0% | -17.1% | +430.1% | +340.7% |
| All | +459.0% | +1.6% | +457.3% | +378.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling