+27.7%
JCI vs DUOL
-38.2%
+65.9%
-12.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DUOL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.3% | +26.0% | -32.2% | -2.8% |
| 7D | -10.7% | +19.3% | -30.0% | -8.0% |
| 30D | -10.4% | +9.6% | -20.0% | -8.4% |
| 3M | -8.3% | +17.1% | -25.3% | -5.1% |
| 6M | -2.1% | +46.3% | -48.4% | +3.4% |
| YTD | +18.4% | -8.1% | +26.5% | +25.7% |
| 1Y | +27.7% | -38.5% | +66.1% | +35.4% |
| All | +27.7% | -38.2% | +65.9% | +35.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling