-17.4%
JD vs DUOL
-48.8%
+31.4%
-29.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DUOL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -4.9% | +2.4% | -2.2% |
| 7D | -3.0% | -11.8% | +8.8% | -2.4% |
| 30D | -19.3% | +1.5% | -20.8% | -19.4% |
| 3M | -6.0% | +18.1% | -24.2% | -7.0% |
| 6M | +1.8% | +38.7% | -36.9% | -0.4% |
| YTD | -2.6% | -20.7% | +18.1% | -2.6% |
| 1Y | -17.4% | -49.1% | +31.6% | -14.3% |
| All | -17.4% | -48.8% | +31.4% | -14.3% |
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