-54.0%
JD vs DUOL
+10.8%
-64.8%
-75.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DUOL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.6% | -1.8% | -0.5% |
| 7D | +5.2% | +22.4% | -17.2% | +0.8% |
| 30D | +4.5% | +4.5% | 0.0% | +3.0% |
| 3M | -15.4% | +14.2% | -29.6% | -18.5% |
| 6M | -6.0% | +45.1% | -51.1% | -14.6% |
| YTD | +2.2% | -10.7% | +12.9% | +1.2% |
| 1Y | -6.7% | -18.7% | +12.1% | -5.9% |
| 3Y | +20.5% | -25.9% | +46.5% | +9.6% |
| 5Y | -58.4% | +5.8% | -64.3% | -72.8% |
| All | -54.0% | +10.8% | -64.8% | -70.9% |
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