-56.2%
JD vs DUOL
-1.5%
-54.6%
-75.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DUOL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -4.9% | +2.4% | -1.5% |
| 7D | -3.0% | -11.8% | +8.8% | -0.7% |
| 30D | -19.3% | +1.5% | -20.8% | -19.9% |
| 3M | -6.0% | +18.1% | -24.2% | -10.0% |
| 6M | +1.8% | +38.7% | -36.9% | -6.4% |
| YTD | -2.6% | -20.7% | +18.1% | -0.4% |
| 1Y | -17.4% | -49.1% | +31.6% | -9.2% |
| 3Y | -8.6% | -11.0% | +2.4% | -23.1% |
| 5Y | -61.6% | -18.0% | -43.6% | -74.0% |
| All | -56.2% | -1.5% | -54.6% | -71.3% |
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 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