+126.3%
JCI vs DUOL
+9.2%
+117.1%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DUOL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -2.7% | +4.7% | +2.1% |
| 7D | +3.8% | +5.1% | -1.3% | +3.4% |
| 30D | -5.7% | +14.1% | -19.8% | -6.9% |
| 3M | -1.4% | +41.5% | -42.9% | -5.0% |
| 6M | +4.1% | +60.6% | -56.5% | -1.5% |
| YTD | +21.7% | -12.0% | +33.7% | +22.3% |
| 1Y | +36.1% | -43.4% | +79.5% | +42.2% |
| 3Y | +154.4% | +3.7% | +150.7% | +143.6% |
| 5Y | +112.0% | -5.3% | +117.3% | +90.0% |
| All | +126.3% | +9.2% | +117.1% | +103.6% |
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