-61.3%
JD vs DUOL
-10.4%
-50.9%
-75.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DUOL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -5.2% | +3.2% | -1.1% |
| 7D | -0.8% | -7.8% | +7.0% | +0.7% |
| 30D | -16.0% | +11.8% | -27.9% | -18.1% |
| 3M | -3.2% | +24.1% | -27.3% | -8.1% |
| 6M | +6.1% | +43.6% | -37.6% | -3.1% |
| YTD | -0.1% | -16.6% | +16.5% | +1.1% |
| 1Y | -12.7% | -46.0% | +33.3% | -5.0% |
| 3Y | -6.3% | -6.5% | +0.2% | -22.1% |
| 5Y | -61.3% | -7.4% | -53.9% | -74.8% |
| All | -61.3% | -10.4% | -50.9% | -74.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling